ARIMA

ARIMA Assignment

Submitted by sbmitche on Mon, 2012-05-21 15:02
If you use these materials, please include the following citation.
Sara Mitchell, , 2012, "ARIMA Assignment", http://opossem.org/content/arima-assignment
Type of Material: 
Problem Set
Creative Commons License: 
CC BY-NC-SA 3.0
Level: 
grad

This assignment introduces students to basic tests for stationarity and normality and then has them fit several ARIMA models to a single time series, forecasting the model using the last few data points.

Time Series Analysis Graduate Syllabus

Submitted by sbmitche on Mon, 2012-05-21 14:57
If you use these materials, please include the following citation.
Sara Mitchell, , 2012, "Time Series Analysis Graduate Syllabus", http://opossem.org/content/time-series-analysis-graduate-syllabus
Type of Material: 
Syllabus
Creative Commons License: 
CC BY-NC-SA 3.0
Level: 
grad

Here is a copy of my course syllabus from fall 2011 at the University of Iowa.

Time Series Modeling in Politics, Syllabus Spring 2012

Submitted by Janet M. Box-Stef... on Sun, 2012-05-20 19:17
If you use these materials, please include the following citation.
Janet Box-Steffensmeier, , 2012, "Time Series Modeling in Politics, Syllabus Spring 2012", http://opossem.org/content/time-series-modeling-politics-syllabus-spring-2012
Type of Material: 
Syllabus
Creative Commons License: 
CC BY-NC-SA 3.0
Level: 
grad

Syllabus for advanced graduate level seminar in Time Series methodology. Topics include ARIMA modeling, vector autoregression, error correction models, bayesian approaches, fractional integration and cointegration, and forecasting. 

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