Stat 674: Time Series
Department of Statistics and Biostatistics, CSU East Bay
Spring 2025:
Week 3:
- Homework: Homework 2 has been posted.
- Today we will start with questions about Homework 1. We will discuss the Classical Decomposition and Seasonal Adjustment.
- US Census:
- R package:
- Today we will discuss Time Series Components resulting from the Decomposition of a time series.
Week 2:
- Book: fpp3
- R collections of packages:
- Today we will begin discussing Forecasting and Time Series Analysis. We will begin with some examples and review/introduce the basics of the Tidyverse that are useful for working with tsibble and the other tidyverts R packages. Start by installing the fpp3 R package.
- Examples of time series data.
- Spotlight book: r4ds (2e)
- Spotlight time series software:
- We will be examining many of the datasets from the book in the class. Note that most of the datasets contain more than one time series, so are examples of multivariate time series data.
- Quarto Notebook:
- Examples of time series data. What happened to GameStop Corporation’s stock price during the Covid-19 lock-down. Question: How do we load stock market data into R? This is a good question.
- Time Series plots that show seasonality.
- Quarto Notebook:
- Spotlight Wikipedia:
- On Wednesday we will discuss Autocorrelation, White Noise, and the Moving Average Model MA(1).
- Quarto Notebook:
- ACF cartoon: Allison Horst Allison Horst ACF
Week 1:
- Classroom: NSc112 and Zoom, see Canvas for the link.
- Book: fpp3
- Reference Book: You can access it through the CSUEB Library. Shumway and Stoffer, Time Series: A Data Analysis Approach Using R, CRC Press, 2019.
- Today we will be discussing the syllabus for the class and the material that will be covered.
- Homework: Homework 1 has been posted.
- Spotlight Software:
- Spotlight Blog post: Prime Hints For Running A Data Project In R