MIDDLE EAST TECHNICAL UNIVERSITY

DEPARTMENT OF STATISTICS

 

STAT 497: APPLIED TIME SERIES ANALYSIS

 

 

              COURSE SYLLABUS

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

              LAB NOTES

              GRADES

             WEBPAGE FOR THE TEXTBOOK

             WEBPAGE FOR R TUTORIAL

              TIME SERIES WITH UNIT ROOTS

****** STEPS THAT YOU HAVE TO FOLLOW IN THE PROJECT

 

****** OLD EXAMS

******OLD EXAMS 2

           

            SAS HELP

            SAS Online Document 9.1.3

            SAS/ETS User Guide

            DATA STEPS

            PROC GPLOT

 

                R HELP

                Time Series Analysis with R-Part I

             Using R (with applications in Time Series Analysis)

             Introduction to R for Times Series Analysis

             Time Series Analysis with SAS and R

             Time Series Analysis with R

 

               SOME DATA SOURCES

 

              Electronic Data Sources

 

            Economic Research: Federal Reserve Bank of St. Louis

 

        Quandl as R package

 

        DBnomics as R package: RDBnomics

 

            Time Series Data Library

     

        Kaggle Time Series Data

 

        UCI Machine Learning Repository

 

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

 

           Statlib

 

               Monetary Economics: Data Sources

               Macroeconomic Data Resources          

               IMF Statistics

          Turkish Statistical Institute

          Central Bank of Turkey

          Environmental Time Series Data

          Hourly Load, Wind and Solar Energy Prices