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Time Series Workshop

Slides, R code, and examples for analyzing and forecasting macroeconomic and financial time series.

Workshop materials

  • Topic: An introduction to time series methods with a focus on macroeconomic and financial applications

  • Language: R

  • Materials

    • Slides are deck. Please excuse typos. This is a work in progress.
    • QMD R File is here
    • Compiled Code here

  • Intended Audience and Seminar Details

    • Users are expected to have a working knowledge of statistics, econometrics, and some machine-learning
    • Users are expected to be comfortable with R.

  • Content:

    • Time series EDA
    • Explanatory methods (e.g., regression with time series data)
    • Forecasting (e.g. linear and nonlinear ML techniques; simulation methods; Vector valued time series)