Statistics 335

Time Series



Shumway and Stoffer, 2017



Time Series Analysis and Its Applications, 4e,
Shumway and Stoffer
Springer, 2017

Shumway and Stoffer, Time Series Analysis and Its Applications, 4e


Related online resources


R code for tsa4 graphics

The following web pages use the author's code to generate tsa4 textbook graphics.

1. Characteristics of Time Series

2. Time Series Regression and Exploratory Data Analysis

3. ARIMA Models

4. Spectral Analysis and Filtering

5. Additional Time Domain Topics

6. State Space Models

7. Statistical Methods in the Frequency Domain





Shumway and Stoffer, 2019



Time Series, A Data Analysis Approach Using R,
Shumway and Stoffer
CRC Press, 2019

Shumway and Stoffer, Time Series, A Data Analysis Approach Using R


R code for tsda graphics

The following web pages use the author's code to generate tsda textbook graphics.

1. Time Series Elements

2. Correlation and Stationary Time Series

3. Time Series Regression and EDA

4. ARMA Models

5. ARIMA Models

6. Spectral Analysis and Filtering

7. Spectral Estimation

8. Additional Topics





Wooldridge, 2016



Introductory Econometrics A Modern Approach, 6e,
Wooldridge
Cengage, 2016

Jeffrey M. Wooldridge, Introductory Econometrics A Modern Approach, 6e

Related online resources





Heiss, 2016



Using R for Introductory Econometrics,
Heiss
CreateSpace, 2016

Florian Heiss, Using R for Introductory Econometrics

Heiss's R scripts for time series

The following web pages use the author's R scripts to illustrate several types of analysis.

10. Basic Regression Analysis with Time Series Data

11. Further Issues in Using OLS with Time Series Data

12. Serial Correlation and Heteroscedasticity in Time Series Regressions





Colonescu, 2016



Principles of Econometrics with R,
Constantin Colonescu
bookdown, 2016

Colonescu, Principles of Econometrics with R





Cannon, et al., 2019



Stat2: Building Models for a World of Data, 2e,
by Cannon, et al.,
W. H. Freeman, 2013


Cannon, et al., Stat 2, Modeling with Regression and ANOVA


Unit D: Time Series Analysis

12. Time Series Analysis





cparrish@sewanee.edu