Times series analysis SS 2021
Lecturer: Prof. Dr. Alois Pichler
Tutor: Ruben Schlotter, M. Sc.
Information:
- Due to the continued Covid situation the tutorials will be offered online via BBB. The first tutorial will be on 08.04.2021.
- The next tutorial session will be on 15.04 directly after the lecture in the same BBB room.
- On this webpage you will find the exercises for each week. During the BBB session we will discuss the exercises and I will offer hints towards the solution.
- Link for BBB Tutorials: Big Blue Button
- Link for OPAL course: OPAL
- You can use the Datacamp classroom for R: Datacamp
Dates:
Day Time Lecture (see Opal) Thursday 09:15 - 10:45 Tutorial Thursday After the lecture
Tutorials on R:
R Einführung in R und RStudio R Intro to R and RStudio R Intro to R (somewhat older) Exercise sheets
Topic Exercise 1. Filter Exercise 01 2. Filter and ACF Exercise 02 3. Stationarity Exercise 03 4. Stationarity Exercise 04 5. ACF Exercise 05 6. ARMA Exercise 06 7. ARMA Exercise 07 8. Estimation of parameters Exercise 08 9. Estimation of parameters and spectral densities Exercise 09
Time series:
Data DOW Jones Signal with noise Temperature in Germany Population in USA red wine Test.RData Test2.RData Programme Simulation of ARMA process
