smq/directoryAn evolving quant resource archive
Back to directoryResource
timetk thumbnail

timetk

Github Repo

by business-science

Tags
data visualisationdata wranglingrtidyversetime series

Access resource

Open original source Find related lessons

Continue on SelfMadeQuant

Build the foundations

Suggested foundations for financial time series. Specialist prerequisites vary by resource.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

Go further

  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Econometrics and Financial Time Series

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

business-science

1