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Mon, Sep 21, 2020


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1:00pm
to
4:00pm
Center for Statistical Training & Consulting Workshop: Time Series Analysis  (Conferences / Seminars / Lectures)

This workshop, presented by Dr. Michael Colaresi, will consider techniques to analyze time serial processes and data. We begin with a comparison of time series and cross-sectional methods. We will then move to the sampling properties of stationary processes and transformations towards stationarity. Next, we introduce univariate ARIMA models and ntervention analysis. We will then investigate regression analysis of time serial data, including error-correction models, Granger causality testing, and structural vector autoregressions. Example code and demonstrations will use R. Registration begins February 1, 2010. Please visit www.cstat.msu.edu to enroll.

more information...


Location: 106B Wells Hall [map]
Price: Free to Graduate Students, Faculty and Research Staff
Sponsor: public
Contact: Brian Silver
email pic cstatinf@msu.edu
phone pic 517-353-9288