Solutions to selected exercises, problems, and multiple choice questions in "Time Series for Data Scientists." CUP 2023
Obtain solutions by clicking on the Solutions line for each chapter. Contact the author if you have questions. You are welcome to use the resources at timeseriestime.org but acknowledgments are appreciated. Use Sanchez, J. timeseriestime.org and provide the url of this page. Solutions not shown here are available to instructors only. The instructor manual can be found in Cambridge University Press.
Chapter 1
Introduction to Time Series Data
Solutions to Exercises, Problems and Multiple Choice (Last updated Dec 28, 2023).
Chapter 2.
Smoothing and Decomposing
Solutions to Exercises, Problems and Multiple Choice (Last updated March 6,2024).
Chapter 3
Statistics of Stationary Series
Chapter 4
Differencing and Backshifting
Chapter 5
Stationary Stochastic Processes
Chapter 6
ARIMA(p,d,q)(P,D,Q)F Modeling
Chapter 7
Laten Process Models for TS
Chapter 8
Vector Autoregression
Chapter 9
Regression with ARMA Residuals
Chapter 10
Machine Learning Methods