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Time series

Tina STEENVOORDEN
Tina STEENVOORDEN • 4 January 2024

Course Outline

The course focuses on some very relevant topics concerning times series, namely ARMA models, Seasonal adjustmente, Temporal disaggragation and Revision analysis. The materials have been produced using Julia and RMarkdown.

Files description

Links to materials: pdf file containing the link to the notebooks on ARMA models, Temporal disaggragation and Revision analysis

Notebook on seasonal adjustment: zip folder containing the link to the Seasonal adjustment notebook

 

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