Workshop Materials

Requirements

Attendees are requested to have the following ready:

  • Laptop with R/RStudio installed (instructions)

  • R packages installed (instructions)

    • CRAN: locits, zoo, forecast, tibble, lpacf, BootWPTOS.
    • GitHub: forecastLSW

  • Their own time series dataset to analyse

Handouts

  • [Session 1] Nonstationary Time Series: Models and Tests (pdf)

  • [Session 2] Tests of Stationarity, Wavelet Spectrum Estimation (pdf)

  • [Session 3] Local Autocovariance, Local Partial Autocovariance, Forecasting (pdf)

  • [Session 4] Local ACVF, ABML Series (pdf)