Time Series Analysis

Project structure
1. Choosing your time serie (GDP –quarters- for exemple).
* where is the serie from?
Describe the indicator Components (trend, seasonal component, error).* Tables with the components;
* Graphics for all the components you will analyze!
* Logical analysis of impact factors.
* 25% of an A4 page, the graphs (changes thatyou notice in your graphic, atypical values, what is the cause of the changes?) 1-2 pages, without the tables.http://www.unavarra.es/estadistica/R.Laborales/Metodos%202005-06%20(pdf)/Tema%209-Teoria.pdf
http://publib.boulder.ibm.com/infocenter/spssstat/v20r0m0/index.jsp?topic=%2Fcom.ibm.spss.statistics.help%2Fidh_seas.htmhttp://humanidades.cchs.csic.es/cchs/web_UAE/tutoriales/PDF/SeriesTemporales.pdf
http://www.uhu.es/45110/Ficheros%20de%20datos/curso%202007%202008/spss/PRACTICA%203.pdf

2. Time Series Decomposition = componentdecomposition of the time series: TREND, SEASONAL, IRREGULAR
* ;
* The course algorithm in SPSS;
* Modeling using dummy variables of a time series with seasonalcomponent in SPSS;
* Analytical modeling of the trend and testing hypothesis of modeling errors, like a regression model.
(6-10 pages)

3. Exponential adjustment for series withseasonality and trend component-SPSS (4 pages)

4. Modeling with SARMA models – if we reach the chapter.

5. Bibliography

* 2 foreign books
* 1-2 Romanian books* 3 sites

6. Conclusions

7. Annexes (tables, etc)

A4, TNR 12, 1 ligne, top: 2,5;bottom 2,5; right 2,5; left 3;
Titles : 1. TNR 14
1.1.1. TNR13
1.1.2. TNR 12

For the partial on the 13 th of December: decomposition and smoothing methods in SPSS.

The 17 th of January –Project presentation!

Good luck!