Slides compress; these notes explain. Written as continuous prose, they motivate time-series econometrics from familiar macro and finance variables (disposable income, interest rates), then develop the framework — processes, stationarity, white noise, dependence — with every derivation and piece of intuition written out, not bulleted.
What these materials cover
- Why time series needs its own framework: examples from macro and finance
- Processes, realisations and the meaning of stationarity, in prose
- White noise and measuring dependence
- MA and AR foundations with full derivations
- Designed to be read alongside lectures 1 and 2
Download
Free to download and use for personal study. Written for my own university teaching; shared here as evidence of teaching style and depth.
Typed lecture notes: weeks 1–2 (PDF) TeX source (week 1, postgraduate edition) (.tex)
Who this is for
Students who learn better from prose than slides — and revision readers who want the full argument, not the compressed version.
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Related free resources
- Time Series Econometrics — full study-note hub
- Time series econometrics: a complete guide — study note
- Lecture 1 slides (the compressed version)
- All teaching materials — notes, exercises and solutions
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For help with this material — or the module it belongs to — see econometrics tuition or university economics tuition. The first consultation is free, with no obligation.
Free worked video lectures: @economaths on YouTube.