Basic Time Series Models

Vikram Dayal ()
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Vikram Dayal: Institute of Economic Growth, Indian Economic Service Section

Chapter Chapter 14 in Quantitative Economics with R, 2020, pp 273-301 from Springer

Abstract: Abstract We start with simple simulations to understand the building blocks of time series models. We then see a simple forecasting example. A simulation of cointegration and a simple example of cointegration follow. We end with an example of causal inference with time series data.

Keywords: Time series; arima; Forecasting; cointegration; Causal inference; Forecast package (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-15-2035-8_14

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DOI: 10.1007/978-981-15-2035-8_14

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