A topic with the basics of Time-Series (per program)

#1
Hi all,

First, i never introduced myself. I am 25yr old who just finished his master in Marketing Research. I'm very interested in statistics, hence I joined this great site :). In particular, i'm interested in Time-Series Analysis.

Here's my suggestion. Although the smart-posting guidelines are clear for me, i keep reading the same questions about some sort of basic time-series analysis. Not that I mind answering questions, that's what I like to do, but in my opinion this could be more easy and be more convenient for our audience. Hence, I am planning to start a new topic in the FAQ section, which explains time-series analysis on a very basic/practical/applied level, combined with examples of how to do that in SPSS (I've been missing this on the internet anyway). Since I only used this software so far, I obvious can't explain how basic time-series analysis works in other programs (like R).

Based on above I have two questions:
1. Do you like the idea of having such a topic which explains the basics of time-series?
2. Who is willing to help me? To correct me if my piece has shortcomings or errors, but also to explain the basics of Time-Series via other programs (like R).

Perhaps there are other techniques which are explained over and over that could have an own topic too.. ?

Thanks for feedback :cool:
 

bugman

Super Moderator
#2
Do it eyecatcher, its a good idea and a welcome addition to the FAQ page.

I will help where I can, but i might nomminate vinux, since he is a skilled master in TS (time series and talk stats! :))
 

vinux

Dark Knight
#3
Thanks bugman.

Based on above I have two questions:
1. Do you like the idea of having such a topic which explains the basics of time-series?
2. Who is willing to help me? To correct me if my piece has shortcomings or errors, but also to explain the basics of Time-Series via other programs (like R).

Perhaps there are other techniques which are explained over and over that could have an own topic too.. ?

Thanks for feedback :cool:
Hi Eyecatcher,
I am not sure how well we can address the first question. Since Time series is a not a new filed in statistics and there are more than 100+ books on this topic. Here I can suggest some good books depending on your need. I am happy to help you on your specific questions.
 
#4
Vinux - do you use R? I do a silly amount of time series work in R but I still have not made any use of ts/zoo type objects that are designed for time series.

How important are dedicated time series objects in your work (assuming you use R)?
 

vinux

Dark Knight
#5
Vinux - do you use R? I do a silly amount of time series work in R but I still have not made any use of ts/zoo type objects that are designed for time series.

How important are dedicated time series objects in your work (assuming you use R)?
I used Eviews more than R. But I am using R for my time-series research. Time series object is useful when you plot the data (not in ggplot2). Some model estimation require time series object as the argument. My work is on customize model ( I write the code for model estimation), so the time series object is not very important to me.
 
#6
Hi Eyecatcher,
I am not sure how well we can address the first question. Since Time series is a not a new filed in statistics and there are more than 100+ books on this topic. Here I can suggest some good books depending on your need. I am happy to help you on your specific questions.
Thanks Vinux, I will send you an outline soon of what I would like to explain about Time-Series and how to easily estimate some basic models in SPSS. Since most questions of the audience regarding time series are not that hard to answer, I figured that I could keep it basic. Ofcourse, such a topic can be expanded along the way..
 

bugman

Super Moderator
#7
Maybe just start with some basic concepts such as correlation structures ACF plots and how to interpret them, autoregressive functions etc... and build from there.

@vinux - I know its a well published topic, but really thinks that this worth adding (sorry for nominating you!)
 
#8
Vinux - What do you think of the E-views programming language? Can it compete with R in any domain (excluding, perhaps, reliability of the more exotic econometric capabilities) assuming that an individual has an equal amount of time to allocate to each language?
 
#10
Sorry folks for my lack of activity lately. I just went from one succesful project (indeed time-series) into another job, which requires all my attention lately. I hope I can write my suggestion in the near future!
 

Dason

Ambassador to the humans
#11
Eviews is not really a programming language. I was forced to use Eviews, otherwise my preference was R.
As of now, R is not very good for time series modelling. I hope this will change in future. You could find few issues here. http://www.stat.pitt.edu/stoffer/tsa3/Rissues.htm
That page that you link to has a date of 2006 at the bottom. Do you know if the concerns raised on that page are still an issue in R?