POL 606: Time Series Analysis
Syllabus
Class Notes
Week 1: Introduction to Time Series and Difference Equations
Week 2: ARIMA Models
Weeks 3-4: Transfer Functions
Week 5. Forecasting: Steps for British Forecast Model
The PM and the Pendulum
Week 6. Time Series Regression Models
Weeks 7-8. Unit Roots, Cointegration, Fractional Integration and Near Integration.pdf
Week 9. Vector Autoregression
Week 10. ARCH & GARCH Models
Week 11. DCC Models
Dynamic Conditional Correlations in Political Science
Week 12-14. Pooled Cross-Sectional Time Series Analysis
Week 14. Dynamic Panel Models and Other Issues.pdf
RATS Lectures
Week 1. Introduction to RATS
Week 1. Loading Data into RATS
Week 2. RATS Lecture-2
Week 2. RATS Example: Fitting Univariate ARIMA Models
Week 4. RATS Example
Weeks 7-8. RATS Lecture Notes
Week 10. RATS Lecture: GARCH Models
DATA for RATS Lectures
Usdata
B7992RAT
BR7983
BRITISH
RATS Programs
Presidential Approval Basics
Presidential Approval Transfer Functions
British79-93
British Unit Roots and ECM
