STAT 497: APPLIED TIME SERIES ANALYSIS_FALL2023

This class is supported by DataCamp, the most intuitive learning platform for data science. We will focus on the time series analysis and forecasting courses in R. I will assign homework covering a whole course or a chapter. You will learn the application faster through immediate and personalized feedback on every exercise.

LECTURE NOTES

TEXTBOOK WEBPAGE

R TUTORIAL

SOME DATA SOURCES

Economic Research: Federal Reserve Bank of St. Louis

Quandl as R package

Electronic Data Sources

DBnomics as R package: RDBnomics

Time Series Data Library

Kaggle Time Series Data

UCI Machine Learning Repository

Monetary Economics: Data Sources

Macroeconomic Data Resources

Central Bank of Turkey

Turkish Statistical Institute

Environmental Time Series Data

Time Series Analysis: Univariate and Multivariate Methods, 2nd Edition Data Sets