Introduction to Time-Series Analysis using Stata - (2 days)

Time-series analysis is gaining popularity across many disciplines for its ability to detect trends. This two-day course takes a practical applied approach (rather than mathematical) and participants are provided with detailed, hands-on experience in running basic time-series analysis using Stata.

 
Master Class - runs over 2 days
Instructor: 

Dr Joanna Dipnall is an applied statistician with particular interests in the advanced statistical methods and machine and deep learning techniques. She completed her Honours in Econometrics with Monash University and PhD with IMPACT SRC, School of Medicine, Deakin University. Joanna works extensively with registry and linked medical data and collaborates extensively with the Faculty of IT at Monash to supervise Masters and PhD students to integrate AI within health research. Joanna teaches within the Monash Biostatistics Unit and is the Unit Coordinator for the Monash Masters of Health Data Analytics course. Joanna has taught advanced statistical methods for many years at universities and for ACSPRI.

About this course: 

Time-series analysis is gaining popularity across many disciplines for its ability to detect trends. This course is an introduction to time-series concepts and univariate time-series analysis. Univariate time-series is a sequence of measurements of the same variable collected over time, often at regular intervals. The aim of a univariate time-series model is to best describe the pattern of the time-series, whereby researchers can explain things such as the impact of the past on the future, or even forecast future values to extrapolate beyond the range of the explanatory variables.

 

Stata is one of the most widely used statistical software packages for time-series analysis. This course aims to provide a foundation working knowledge of time-series analysis methods using Stata. The two-day course will provide an introduction to forecasting and explain time-series and its components. An introduction to smoothing a data series, moving average, exponential smoothing and forecasting.

 

The emphasis of this two-day course is on methods and analysis of time-series data using Stata statistical software.

Course syllabus: 

First Day

  • Introduction to Time-series: What is it and how is it used
  • Preparing time-series data in Stata
  • The four components in a time-series: Trend, cycle, seasonality, and irregular movements
  • Weighted moving averages
  • Exponential smoothing

 

Second Day

  • Forecasting fundamentals: types and elements
  • Trend models
  • Autocorrelation and models
  • Univariate time-series models: ARMA and ARIMA models
  • Forecasting with ARIMA models
Recommended Texts: 

Participants will be provided with detailed tailored notes for this course.

Supported by: 

Stata is distributed in Australia and New Zealand by Survey Design and Analysis Services.