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Stata Zero to Hero, Part 4 : time series data management and analysis



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This video includes time series topics :
1. Date manipulation : quaterly, yearly, daily, monthly, weekly, high-frequency
2. Correlation, autocorrelation, cross-correlation
3. command tsset, tsline, tabulate, ac, pac,
4. Operators : lag/future/diff/seasonal_diff,
5. Stationarity, unit root, cointegration
6. ADF test, KPSS test, Phillips-Perron test for unit root
7. Dummy variable in time series
8. Chow tests for known and unknown structural breaks
9. Granger causality tests for OLS and VAR
10. Testing for white noise,
11. Testing for serial correlation
Category
Management
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