Week 3: Time series decomposition
What you will learn this week
- Transforming data to remove some sources of variation
- Decomposing a time series into trend-cycle, seasonal and remainder components
- Seasonal adjustment
Pre-class activities
Read Chapter 3 of the textbook and watch all embedded videos
Exercises (on your own or in tutorial)
- Complete Exercises 1-5, 9-10 from Section 3.7 of the book.
- Solutions to Exercises
- Recorded tutorial code
Monday lecture
Tuesday workshop
Assignments
- Assignment 1 is due on Friday 28 March.
Weekly quiz
- Week 3 quiz is due on Sunday 23 March.