Time Series Analysis Notes
I’m scraping together some notes on the topic of time series analysis into Jupyter notebooks contained in this repo, with the goal of having something that can act as a high-level reference for both myself and others. I don’t plan to make it highly technical - although time series almost by necessity is a technical subject - but I do plan to include references to more advanced material for the interested reader.
In addition, I will use python to apply some of the topics covered - the applications will mostly cover financial or economic data.
Since I am pulling from a patchwork collection of notes it will take some time to get these up. Chapter specific notebooks are as follows:
- 0.1: A Primer on Time Series - Introduction
- 0.2: Time Series Properties - Stationarity and Unit Roots