Topics
- Mann-Kendall Test
- Sen’s Slope
- Change Point Test
- Cox-Stuart Test
- Granger Causality
- Cointegration (Engle-Granger Test)
- Cross Correlations
- ARIMAX Model and Forecast
References
Greene, W. H. (2002) Econometric analysis. 5th Ed. Prentice-Hall
https://www.scirp.org/(S(351jmbntvnsjt1aadkposzje))/reference/referencespapers.aspx?referenceid=1243286
Gujarati, D. & Porter, D. (2009) Basic econometrics. 5th Ed. McGraw Hill
http://www.uop.edu.pk/ocontents/gujarati_book.pdf
Hamilton, J. D. (1994) Time series analysis. Princeton University Press
https://press.princeton.edu/books/hardcover/9780691042893/time-series-analysis
Wooldridge, J. M. (2009) Introductory econometrics, a modern approach. 5th Ed. South-Western, Cegage Learning
https://cbpbu.ac.in/userfiles/file/2020/STUDY_MAT/ECO/2.pdf
Can you also introduce how to do VAR(Vector Autoregression) using excel?
Thank you very much!
Hi Kelvin,
I have that on my list of future enhancements. Thanks for your suggestion.
Charles
i want to use time serios by xlstat
Hello Berhanu,
XLSTAT is a different tool. I don-t know how to use it.
This website is about Real Statistics, a different Excel statistical tool. It supports time series analysis.
Charles
i want to use time serios data
Hello Berhanu,
XLSTAT is a different tool. I don-t know how to use it.
This website is about Real Statistics, a different Excel statistical tool. It supports time series analysis.
Charles