Learn about univariate time-series analysis with an emphasis on the practical aspects most needed by practitioners and applied researchers. Written for a broad array of users, including economists, forecasters, financial analysts, managers, and anyone who wants to analyze time-series data. Become expert in handling date and date–time data, time-series operators, time-series graphics, basic forecasting methods, ARIMA, ARMAX, and seasonal models.
We provide lesson material, detailed answers to the questions posted at the end of each lesson, and access to a discussion board on which you can post questions for other students and the course leader to answer.
Note: This course is platform independent. You can use Stata on Windows, Mac or Linux.
Lesson 1: Introduction
Lesson 2: Descriptive analysis of time series
Lesson 3: Forecasting II: ARIMA and ARMAX models
Note: There is a one-week break between the posting of Lessons 3 and 4; however, course leaders are available for discussion.
Lesson 4: Regression analysis of time-series data
Note: The previous four lessons constitute the core material of the course. The following lesson is optional and introduces Stata’s multivariate time-series capabilities.
Bonus lesson: Overview of multivariate time-series analysis using Stata