In this video, you'll learn the basics of time series analysis in GAUSS. Our video demonstration shows just how quick and easy it is to get started with everything from data loading to ARIMA analysis.
Summary and Timeline
You'll see firsthand how to:
- Load and verify time series data.
- Filter observations by date.
- Merge data from different sources.
- Create basic time series plots.
- Perform stationarity testing.
- Fit a basic ARIMA model.
0:55 Load and verify CSV time series data.
2:02 Load and verify Excel time series data.
04:15 Merge dataframes.
04:48 Open data editor.
04:58 Filter observations.
06:58 Graph the time series data.
08:46 Stationarity testing.
11:40 Estimate ARIMA model.
- Introduction to the Fundamentals of Time Series Data and Analysis
- Introduction to the Fundamentals of Vector Autoregressive Models
- The Structural VAR Model at Work: Analyzing Monetary Policy
- How to Conduct Unit Root Tests in GAUSS
- A Guide to Conducting Cointegration Tests
- Unit Root Tests with Structural Breaks
- Introduction to Structural Breaks
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