All of the slides and notebooks used in this series are available on my GitHub page, so you can follow along and experiment with the code on your own. https://github.com/PJalgotrader
Lecture Outline:
0:00 recap and where to find the materials!
1:30 Running the notebook in Google Colab
3:56 Running the notebook on VsCode locally (creating a conda environment for the course)
13:38 Importing data, fixing the time index, visualization
27:55 Data transformation (log, power, boxcox)
39:17 ACF and PACF plots
41:23 Stationarity and differencing
51:54 Seasonal decomposition
57:49 Creating forecasting benchmarks (naiva, seasona naive, mean and drift method)