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Time Series Analysis

The document contains a series of questions related to time series analysis in Python: performing resampling operations at different frequencies, checking for stationarity using ADF tests, identifying the number of observations over a date range, and identifying aggregation functions, packages, and plotting functions used for time series analysis. It also includes questions testing knowledge of key time series concepts like stationarity, downsampling, upsampling, and filling missing values.

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Venkatesh Babu
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© © All Rights Reserved
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Download as XLSX, PDF, TXT or read online on Scribd
2K views

Time Series Analysis

The document contains a series of questions related to time series analysis in Python: performing resampling operations at different frequencies, checking for stationarity using ADF tests, identifying the number of observations over a date range, and identifying aggregation functions, packages, and plotting functions used for time series analysis. It also includes questions testing knowledge of key time series concepts like stationarity, downsampling, upsampling, and filling missing values.

Uploaded by

Venkatesh Babu
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Question

Perform a monthly resample/downsample of the time series. What is the maximum value for February?
Perform a daily resample/upsample of the data. Do interpolation to fill the data. What is the value for Jan 12, 2011?
Perform a daily resample/upsample of the data. Do a forward filling of the missing values with limit of 2. What is the value
How many observations have you seen from Jan 1, 2011 to March 31, 2011?
Perform a monthly resample/downsample of the time series. What is the minimum value for May?

For the XOM stock close prices time series perform a stationarity test using ADF. What is the value of the ADF statistic ?
For the WMT stock open prices time series perform a stationarity test using ADF. What is the p-value?
For the WMT stock open prices time series perform a stationarity test using ADF. What is the value of ADF statistic?
For the XOM stock close prices time series perform a stationarity test using ADF. What is the p-value?
For the WMT stock open prices time series perform a stationarity test using ADF. How is the time series behaving?

Auto Correlation Function Plot can be used for determining if a Time Series is stationary or not.
Time Series data is indexed by _______________?
If the p value is > 0.05 during the ADF test of the time series then the series is said to be ___________________
I can write my custom aggregation function while resampling my time series in Pandas.
What package in Python provides features to work with Time Zones?
Augmented Dickey-Fuller test cannot be used for identifying if a Time Series is Stationary.
What does freq='T' signify while passing this parameter to the date_range() function ?
If the mean and variance of a Time Series is constant over time , it is called a _____________ Time Series.
What is the function to offset the date for daylight saving?
What is the function to plot a lag plot for a time series using python?
What function in Python helps in creating Date Time index for data that does not have date or time values captured?
When I upsample my time series and I find many missing values , how do I fill the missing values?
Down sampling is the process of converting a ______________ to __________________ frequency.
What is the function used for plotting the values of a time series using Python?
I cannot plot resampled Time Series data in Python
In pandas I can combine two time series with different frequencies into a single time serie
In Time Series data , the observations are captured over varying time intervals.
AIC Stabds for
What is the default aggregation function while resampling a time series in pandas
It is a good practice to apply Forecasting models for non-stationary time series
Correct Incorrect
17.37
16.09
15.97 16.42
12 11 13 10
16.26 14.72 16.03 16.68

0.91
0.0028 0.0011 0.5 0.001
-3.89
0.99
Stationery

1
Datetime
Stationery
1
pytz
0
every minute
Stationery
Offset()
lag_plot()
date_range()
Interpolation
High, Low
plot()
0
1
0
Akaike
mean
0

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