Time Series Analysis

We now explore various methods for forecasting (i.e. predicting) the next value(s) in a time series. A time series is a sequence of observations y1, …, yn. We usually think of the subscripts as representing evenly spaced time intervals (seconds, minutes, months, seasons, years, etc.).


For those of you doing financial analysis, the Deriscope website provides access to a wealth of free financial data to Excel.

4 Responses to Time Series Analysis

  1. Adi says:

    Hi Charles,

    Very nice blog.
    I was wondering whether you could help me understand lag removal in time series analysis. I am dealing with a time series data that has multiple parameters. I understand that we need to remove lag before any modeling is performed.


  2. Mohammed Alsabbry says:

    Hi Charles,

    Have you published the time series analysis in a book.

    • Charles says:

      No I haven’t. I expect to publish the first of a series of books shortly. I plan to publish a book on time series analysis as well, but that won’t happen this year.

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