0. Basic data handling: Conversing different based year indexes into a consistent based year series-- Example on HK's_CPI
1. Univariate time series test for stationary: Dick-Fuller Unit-Roots Test
2. Generating Moving Average and Exponential Smoothing Series MV & ES Series
3. Decomposition methods and
seasonal indexes: Multiplicative
and addittive Deseasonalized series
another examples: (i) hkmp.xls;
(ii)
hkgdp (1990:1-2002:4)
4. Exponential Smoothing Model: Double exponential smoothing and Holt-Winters Smoothing
5. Univariate ARIMA Model: Application:
ARIMA model of exchange rate: Yen
Another example:
HK GDP
6. Building Seasonal ARIMA Model:
Seasonal ARIMA Application
Another example:
HKGDP(1973:1 - 1999:4)
7. Autoregressive and Distributed-Lag Models:
Adaptive Expectations Model
Partial Adjustment Model
Polynomial Distributed Lag Model
8. Granger Causality Test: Causality of Short, Intermiddiate, Long Run interest Rates
9. Two-Stage Least Squares (2SLS): Two-Step procedures of reduced-form and simultaneous equation estimations
10. Linear Probability, Logit and Probit Models: Application and Procedures of LPM, Logit, and Probit model