Time Series • Introduction to Time Series
Time Series / Types of Time Series

Types of Time Series

Notes 1 Introduction to Time Series

In statistics and forecasting, data are often classified as time series data, cross-sectional data, or panel data. These types differ according to who is observed and when the observations are recorded.

Notes

Types of Time Series Data

In statistics and forecasting, data are often classified as time series data, cross-sectional data, or panel data. These types differ according to who is observed and when the observations are recorded.

A. Time Series Data

Time series data consists of observations of a variable collected sequentially over time.

Example

Daily temperature recorded from 1 January to 31 January.

B. Cross-Sectional Data

Cross-sectional data contains observations for different entities at the same point or period of time.

Example

Income of 100 households during the year 2026.

C. Panel Data

Panel data combines cross-sectional and time-series information by observing multiple entities repeatedly over time.

Example

Annual sales of 20 companies from 2020 to 2026.

Comparison

Data Type Main Idea Example
Time Series One variable across time Monthly sales
Cross-Sectional Many entities at one time Income of households
Panel Many entities across time Sales of many companies for several years