Module 3: Time Series Analysis

January 30, 2023

• Time Series Analysis
  • Watch this Video Lecture
  • Scatter plots
  • Line plots
  • Trend lines
    • Linear
    • Polynomial
  • Forecasting
  • Oil Prices
  • Yield Curve

• Assignment instructions (same as in Bb):
  • Download interest rate spread data (same as Yield Curve link above) from the St. Louis Fed
  • Fit a 2nd, 3rd and 4th order Polynomial curve (n=3).
    • Record the polynomial Equations (e.g., y = 0.04*x^2 + 0.22*x + .45)     
    • Record the R-Squared values (e.g., R^2 = 0.84)
  • Forecast interest spreads
    • Use the best fitting curve (and its equation)
    • Generate forecasts for the next 5 time periods (n=5 forecasts)
  • “Share” your Google Sheets file with “Anyone” and copy/paste the link into Blackboard.