Datasets
The following are the references to the various datasets used throughout the course:
National Centers for Environmental Information. (2022) Local Climatological Data [SAN FRANCISCO DOWNTOWN, CA US (Station ID: WBAN:23272)]. Retrieved June 19, 2023, from https://www.ncei.noaa.gov/cdo-web/datasets/LCD/stations/WBAN:23272/detail
U.S. Energy Information Administration. (n.d.). Crude Oil Prices: Brent -Europe [DCOILBRENTEU]. Retrieved June 19, 2023, from FRED, FederalReserve Bank of St. Louis website: https://fred.stlouisfed.org/series/DCOILBRENTEU
U.S. Bureau of Economic Analysis. (n.d.). Gross Domestic Product [GDP]. Retrieved June 19, 2023, from FRED, Federal Reserve Bank of St. Louis website: https://fred.stlouisfed.org/series/GDP
Elexon. (2023) Balancing Mechanism Reporting Service [Rollind System Demand]. Retrieved June 19, 2023, from Elexon BMRS website: https://www.bmreports.com/bmrs/?q=demand/rollingsystemdemand
Books
The following books contain reference material for this course:
Hyndman, Rob J., and George Athanasopoulos. Forecasting: Principles and Practice. 3rd ed. Melbourne: OTexts, 2021.
Tsay, Ruey S. Analysis of Financial Time Series. 2nd ed. Hoboken, NJ: Wiley, 2005.
Get hands-on with 1200+ tech skills courses.