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chris1234512's avatar
chris1234512
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2 years ago
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Working with Time Series Data

Does anyone have a resource for understanding how to work with time series data? In particular, I'm looking for guidance on how to compare time series that have different observation periods/frequencies. (One series measured with daily frequency vs another with quarterly or annual data). Would it be appropriate to simply average daily frequencies to arrive at quarterly/annual frequencies? Is there a "best practice"

 

Thx

1 Reply

  • Hi  chris1234512
    Short answer you need to bring all data to the lowest granularity.
    For long and detailed please refer to the linked lection:https://www.youtube.com/watch?v=ucwEZxSdhB0

     

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