This repository serves as official code source for the course Time Series Analysis (03SM22MO0166, SS 23) at the University of Zurich, Department of Economics. All code is written in R. I borrow most of the code from other sources (below). If you find any bugs or typos, please open an an issue and I will try to take care of it asap. Or even better, fork the repo and submit a pull request.
I include some data in this repo, which is not good practice in general. I try to make up for it by using Git LFS, which replaces large files such as audio samples, videos, datasets, and graphics with text pointers inside Git, while storing the file contents on a remote server.
This course heavily borrows from Michael Wolf's course Time Series Analysis and his former TA Marc Sommer.