Applied Time Series Projects
Time Series Analysis
Applied Time Series Research
- China Export Commodities Time Series Analysis:
- Applied time series techniques to analyze trends, seasonality, and irregularities in China’s export commodity data from 1990 to the present.
- Conducted a classical multiplicative decomposition to distinguish long-term growth patterns, seasonal cycles, and random shocks influenced by macroeconomic events.
- Provided actionable insights into optimizing trade strategies by leveraging seasonal trends and mitigating risks from unpredictable disruptions.
- Consumer Credit Data Analysis:
- Examined consumer credit data from the G.19 Statistical Release, focusing on outstanding credit extended to individuals for household and personal expenditures.
- Differentiated between revolving credit (e.g., credit card loans) and nonrevolving credit (e.g., motor vehicle and education loans) to identify distinct patterns and trends.
- Analyzed the interest rates and terms of credit, including new car loans, personal loans, and credit card plans at commercial banks, and discussed the implications of historical data series.
- Provided insights into consumer borrowing behaviors and the potential impact of macroeconomic changes on credit markets.
- Project 3: Coming Soon