Jeffrey Yau: Applied Time Series Econometrics in Python and R | PyData San Francisco 2016

Jeffrey Yau: Applied Time Series Econometrics in Python and R PyData San Francisco 2016 Time series data is ubitious, and time series statistical models should be included in any data scientists’ toolkit. This tutorial covers the mathematical formulation, statistical foundation, and practical considerations of one of the most important classes of time series models: the AutoRegression Integrated Moving Average with Explanatory Variables model and its seasonal counterpart. Time series data is ubitious, bo