Learning Objectives

The learning goals for this module are:

  • Learn how to estimate and model a trend component;
  • Learn how to estimate and model a seasonal component;
  • Discuss the difference of deterministic and stochastic trend;
  • Discuss stationarity tests to detect trend;
  • Develop a script in R to identify and model trend and seasonal component.


Here is a link to the slide deck used in class. The code used to generate the Amazon Inflow plots on the slides is linked below.


Additional information and resources for this module will be found below.

Recordings (optional)

  • Video 1: Linear trend
  • Video 2: Non-linear trend and seasonal trend
  • Video 3: Trend and seasonal component estimation in R


For this module you will complete Assignment 3. The due date for A04 is Feb 5. And you will also complete Assignment 4.