Working with Time Series Data

[chris1234512]

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

[Ritaf1983 · Accepted solution]

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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