timeseries analysis

1. Remove the effect of milk price on milk production data

I have monthly milk production data. Milk production is driven by price, weather, and many other factors. I am studying the effect of weather on-farm milk levels. I have found prices and policies have also played a vital role in lower milk levels. Before analyzing the data for the effect of...
2. Partial Autocorrelation Function

Hello everyone, I am preparing for a test and I have came across a question I am having problems with: Calculate partial autocorrelation of first and second order in the fillowing model: y[t]=-0.7*y[t-1]+e[t]+e[t-1] any solution or hints on that?
3. Discrete vs Continuous time series models

What is the difference between discrete and continuous time series models? It will be great help for me someone can give me some examples for these two models.
4. Calculating a smooth 90% limit for differences in a time series

I have 50 data sets. Each set has three related time series: fast, medium, slow. My end purpose is simple, I want to generate a number that indicates a relative degree of change of the time series at each point. That relative degree of change should range between 0-1 for all the time series and...
5. How can I find out how shifts in a country's fiscal policies affect economic health.

I have the values of below variables for 20 years for different countries. Could anyone suggest how I should go about this?How can I use regression analysis in it ? Predictor variables: Imports of Goods and Services Industry value added Trade in services Revenue excluding grants GNI...
6. Time Series Analysis/ Datetime Business Calendars

Hi all, I am doing a time-series analysis of the S&P500, and I have imported all of my variables in from excel. I am having trouble converting the date variable from excel into business calendar form while still retaining the accurate dates. Thus far, I have performed the commands (as per...