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NetCourse® 461: Introduction to Univariate Time Series with Stata

Learn about univariate time-series analysis with an emphasis on the practical aspects most needed by practitioners and applied researchers. Written for a broad array of users, including economists, forecasters, financial analysts, managers, and anyone who wants to analyze time-series data. Become expert in handling date and date-time data; time-series operators; time-series graphics, basic forecasting methods; ARIMA, ARMAX, and seasonal models.

We provide lecture material, detailed answers to the questions posted at the end of each lecture, and access to a discussion board on which you can post questions for other students and the course leader to answer.
Course leader:
Miguel Dorta, Staff Statistician at StataCorp
Gustavo Sánchez, Senior Statistician at StataCorp
Course length:
7 weeks (4 lectures plus overview of multivariate methods)
October 10–November 28, 2014 (details)
  • Stata 13, installed and working
  • Course content of NetCourse 101 or equivalent knowledge
  • Familiarity with basic cross-sectional summary statistics and linear regression
  • Internet web browser, installed and working
    (course is platform independent)
Can’t wait? Enroll in NetCourseNow 461

Course content

Lecture 1: Introduction

Lecture 2: Descriptive analysis of time series

Lecture 3: Forecasting II: ARIMA and ARMAX models

There is a week-long break between lectures 3 and 4 to allow more time for those who may fall behind and for more discussion from the participants.

Lecture 4: Regression analysis of time-series data

The previous four lectures constitute the core material of the course. The following lecture is optional and introduces Stata’s multivariate time-series capabilities.

Bonus lecture: Overview of multivariate time-series analysis using Stata

Enroll in NetCourse 461

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