Econometrics - time series
33 USD Data set 1 - It is necessary to find on the Internet a time series with an economic or economic interpretation that shows no signs of seasonality or cyclicality. The time series should contain at least 30 observations (annual or quarterly data) or 60 observations (monthly data).
The last 10% of the time series data needs to be compared to the projection results.
Model:
1. Draw a graph of the time series and describe the main statistical characteristics of the time series.
2. Identify some of the functions of the trend and select the most appropriate one. Evaluate the linear regression function parameters.
3. Calculate the trend and the residues after separating the trend from the time series analysed.
4. Analyse the residuals whether they are random and independent (accidents are verified by turning points, independence by Durbin-Watson criteria), whether they have a normal distribution of N(0,, ) (Colmogorov-Smirnov criteria) and whether the dispersion of residuals,2 is constant (F criteria).
5. Use the trend function for the projection that you compare to the postponed input series data.
6. Evaluate the model from a statistical point of view.
7. Repeat steps 3 to 6 for linear trend.
Data set 2 - a time series with an economic or economic interpretation showing seasonality, but not cyclicality, should be found on the Internet.
The time series shall contain at least 60 monthly or quarterly observations.
Postpone the last 10% of the time series data to compare with the projection results.
Model:
1. Draw a graph of the time series and describe the main statistical characteristics of the time series.
2. Clear the source series from the seasonal component of sliding average lengths equal to seasonality (calculate empirical seasonal differences, adjust seasonal differences, adjust the reference series)
3. Find a trend in the adjusted series and calculate the residues after separating the trend from the adjusted time series.
4. Analyze the residues (similar to the first model).
5. Build a model and use it to calculate the projection that you're comparing to the postponed data from the original series.
6. Evaluate the model from a statistical point of view.
Client's review of cooperation with Iryna Kaminkova
Econometrics - time seriesFast and clear performance of the task.
Freelancer's review of cooperation with Anastasiia Chechenikova
Econometrics - time seriesGreat customer, interesting tasks.
I will be happy with new projects.
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Winning proposal12 days33 USD
4594 219 4 Winning proposal12 days33 USD
I will be glad to help.
Calculations, graphs - Excel, report - docx, pdf
Data from recommended sources
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6 days33 USD
990 131 15 9 6 days33 USD
Ready to perform the task. Experience in the work of econometrics.
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Добрый день.
Нужно делать все руками или можно использовать встроенные функции excel?
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Добрый день, можно использовать excel
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