Econometrics skill for time series analysis. An agent skill from brycewang-stanford/Auto-Empirical-Research-Skills.

Custom licenceAuto-check passedData & Analytics

Install Time Series

skills CLI
$ npx skills add brycewang-stanford/Auto-Empirical-Research-Skills --skill time-series -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install brycewang-stanford/Auto-Empirical-Research-Skills time-series --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/brycewang-stanford/Auto-Empirical-Research-Skills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/67-econfin-workflow-toolkit/time-series .claude/skills/time-series && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
time-series
GitHub stars
4.6k
Token cost
~2.1k tokens
SKILL.md length
519 words
Files
2 (incl. references)
Skills in repo
383
Repo updated
First seen
Licence
Custom licence

At a glance

Econometrics skill for time series analysis. An agent skill from brycewang-stanford/Auto-Empirical-Research-Skills.

  • Works in 5 steps: Exploratory Inspection → Stationarity Testing → Model Selection → …
  • Asks about: time series
  • SKILL.md covers Analysis Workflow, Quick Code Templates, Key Decision Rules and ARIMA Order Selection Guide, plus 2 more sections
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Time Series is an agent skill from brycewang-stanford/Auto-Empirical-Research-Skills. Econometrics skill for time series analysis. Activates when the user asks about: "time series", "stationarity", "unit root test", "ADF test", "KPSS test", "ARIMA", "ARMA", "autocorrelation", "ACF", "PACF", "VAR model", "VECM", "Granger causality", "cointegration", "impulse response function", "forecast", "seasonal decomposition", "ARCH", "GARCH", "时间序列", "平稳性检验", "单位根", "自回归", "格兰杰因果", "协整", "脉冲响应", "预测", "向量自回归"

Its SKILL.md is about 2.1k tokens, which your agent loads only when the skill is triggered. The skill folder holds 2 other files, including reference files (for example `references/time-series-reference.md`).

It sits in Data & Analytics, covering Forecasting and time series. The repository describes itself as: 🔬 A curated collection of 23,000+ agent skills for empirical research across 8 social science disciplines. | 精选 23,000+ AI Agent 技能库,覆盖8大社会科学学科的实证研究。CoPaper.AI…

When your agent uses it

  • Asks about: time series
  • Autocorrelation
  • Granger causality
  • Impulse response function

Example prompts

  • “time series”
  • “stationarity”
  • “unit root test”
  • “/time-series”

Requirements

  • Python 3

Workflow steps

5 steps, taken from the step headings in SKILL.md.

  1. Exploratory Inspection
  2. Stationarity Testing
  3. Model Selection
  4. Estimation and Diagnostics
  5. Forecasting (if applicable)

What it can do on your machine

Read from SKILL.md and the folder at commit 9fa87d8. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md (its code samples are python, r and stata).

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Time Series loads about 2.1k tokens when it runs, and up to ~3.2k if it reads all its reference files. Until then it costs about 107 tokens; SKILL.md has 519 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~107
When it runs · the whole SKILL.md, loaded when a task matches
~2.1k
With references · SKILL.md plus every file in references/, read only if the agent opens them
~3.2k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

Its licence (Custom licence) doesn't allow us to republish the file, so here is its outline and opening line. It has 519 words (~2,131 tokens).

“This skill provides guidance for univariate and multivariate time series analysis in empirical economics. It covers stationarity testing, ARIMA modeling, VAR/VECM systems, cointegration, and Granger causality.”

— opening of SKILL.md by brycewang-stanford, Custom licence
name
time-series

Read the full SKILL.md on GitHub

Files

SKILL.md and 1 other file (references) in skills/67-econfin-workflow-toolkit/time-series of brycewang-stanford/Auto-Empirical-Research-Skills.

  • SKILL.md
  • references/time-series-reference.md

Open the folder on GitHubat commit 9fa87d8

Compare with similar skills

Time Series next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Time Series compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Time Series this skillbrycewang-stanford/Auto-Empirical-Research-Skills4.6k—~2.1kAutomated safety check: PassCustom licence
TimesFM Forecastinggoogle-research/timesfm34k—~4.7kAutomated safety check: PassApache-2.0
StatsmodelszLanqing/codex-claude-academic-skills4.7k15 repos~4.9kAutomated safety check: PassBSD-3-Clause
Timesfm ForecastingzLanqing/codex-claude-academic-skills4.7k3 repos~7.5kAutomated safety check: NotesApache-2.0
Find Hypertable Candidatestimescale/pg-aiguide1.9k1 repos~2.6kAutomated safety check: PassApache-2.0
Pensieve Searcharkohut/pensieve1.4k—~8.2kAutomated safety check: PassApache-2.0

Similar skills

  • TimesFM Forecasting

    google-research/timesfm

    Forecasts any univariate time series zero-shot with Google's TimesFM model, returning point forecasts and calibrated prediction intervals without training.

    34k GitHub stars~4.7k tokensUpdated 11 days ago
    Data & AnalyticsAuto-check passed
  • Statsmodels

    zLanqing/codex-claude-academic-skills

    Statistical models library for Python. An agent skill from zLanqing/codex-claude-academic-skills.

    4.7k GitHub starsUsed in 15 repos~4.9k tokens
    Data & AnalyticsAuto-check passed
  • Timesfm Forecasting

    zLanqing/codex-claude-academic-skills

    Zero-shot time series forecasting with Google's TimesFM foundation model.

    4.7k GitHub starsUsed in 3 repos~7.5k tokens
    Data & AnalyticsAuto-check: notes
  • Find Hypertable Candidates

    timescale/pg-aiguide

    A skill your agent uses to analyze an existing PostgreSQL database and identify which tables should be converted to Timescale/TimescaleDB hypertables.

    1.9k GitHub starsUsed in 1 repo~2.6k tokens
    Data & AnalyticsAuto-check passed
  • Pensieve Search

    arkohut/pensieve

    Search the user's local Pensieve screenshot archive by text, app, or time range.

    1.4k GitHub stars~8.2k tokensUpdated 2 mo ago
    Data & AnalyticsAuto-check passed
  • Alphaear Predictor

    ninehills/skills

    Market prediction skill using Kronos. An agent skill from ninehills/skills.

    280 GitHub starsUsed in 1 repo~531 tokens
    Data & AnalyticsAuto-check passed

More from brycewang-stanford/Auto-Empirical-Research-Skills

All 383 skills in this repo
  • Aer Consistency

    brycewang-stanford/Auto-Empirical-Research-Skills

    A skill your agent uses when auditing a finished or near-finished AER, AER:Insights, or AEJ manuscript for internal consistency: headline numbers across abstract, introduction, results, and tables…

    4.6k GitHub starsUsed in 1 repo~2.6k tokens
    Auto-check passed
  • Latex Paper En

    brycewang-stanford/Auto-Empirical-Research-Skills

    English LaTeX academic paper assistant for existing .tex projects.

    4.6k GitHub starsUsed in 1 repo~2.2k tokens
    Auto-check passed
  • Bayesian Workflow

    brycewang-stanford/Auto-Empirical-Research-Skills

    Opinionated Bayesian modeling workflow with PyMC and ArviZ. An agent skill from brycewang-stanford/Auto-Empirical-Research-Skills.

    4.6k GitHub stars~3.5k tokensUpdated 5 days ago
    Auto-check passed
  • Daily Paper Generator

    brycewang-stanford/Auto-Empirical-Research-Skills

    A skill your agent uses when the user asks to "generate daily paper", "search arXiv for EEG papers", "find EEG decoding papers", "review brain-computer interface papers", or wants to create paper…

    4.6k GitHub stars~2.2k tokensUpdated 5 days ago
    Auto-check passed
  • Five Questions

    brycewang-stanford/Auto-Empirical-Research-Skills

    Deeply analyze any empirical economics PDF using the five-question framework (五问框架): research question, identification strategy, core estimand, robustness logic, and scholarly contribution.

    4.6k GitHub stars~1.7k tokensUpdated 5 days ago
    Auto-check: notes
  • Kaggle Research

    brycewang-stanford/Auto-Empirical-Research-Skills

    A skill your agent uses when a research task needs reproducible Kaggle discovery, metadata inspection, bounded public-data downloads, competition or kernel discovery, model discovery, or an…

    4.6k GitHub stars~868 tokensUpdated 5 days ago
    Auto-check passed

Questions about Time Series

What does Time Series do?

Econometrics skill for time series analysis. An agent skill from brycewang-stanford/Auto-Empirical-Research-Skills. Time Series is an agent skill from brycewang-stanford/Auto-Empirical-Research-Skills. Econometrics skill for time series analysis.

When should I use Time Series?

Time Series fits situations like: asks about: time series; autocorrelation; granger causality; impulse response function.

How do I install Time Series in Claude Code?

Run `npx skills add brycewang-stanford/Auto-Empirical-Research-Skills --skill time-series -a claude-code`. Or copy the skill folder (skills/67-econfin-workflow-toolkit/time-series in brycewang-stanford/Auto-Empirical-Research-Skills) into .claude/skills/time-series in your project. Claude Code loads it when a task matches its description.

How do I install Time Series in Codex?

Run `npx skills add brycewang-stanford/Auto-Empirical-Research-Skills --skill time-series -a codex`. Or copy the skill folder (skills/67-econfin-workflow-toolkit/time-series in brycewang-stanford/Auto-Empirical-Research-Skills) into .agents/skills/time-series in your project. Codex loads it when a task matches its description.

Can I use Time Series in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add brycewang-stanford/Auto-Empirical-Research-Skills --skill time-series -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/time-series, .gemini/skills/time-series, .github/skills/time-series and .opencode/skills/time-series in your project.

What does Time Series need to run?

SKILL.md names no scripts, command-line tools or credentials: Time Series is instructions for the agent only. Our summary lists: Python 3.

Does Time Series access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Time Series safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Time Series use?

Time Series has a licence file (the repository's licence) that doesn't match a standard licence. Read it on GitHub before reusing the skill.

How many tokens does Time Series use?

About 2.1k tokens (SKILL.md is roughly 8.5k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 1.1k tokens, read only when the agent opens those files.

What are the alternatives to Time Series?

Skills that share tags, products or a category with Time Series: TimesFM Forecasting (google-research/timesfm, 34k stars), Statsmodels (zLanqing/codex-claude-academic-skills, 4.7k stars), Timesfm Forecasting (zLanqing/codex-claude-academic-skills, 4.7k stars) and Find Hypertable Candidates (timescale/pg-aiguide, 1.9k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Time Series?

brycewang-stanford (a GitHub user) maintains it in brycewang-stanford/Auto-Empirical-Research-Skills, which has 4,556 GitHub stars. The repository holds 383 skills in this directory. The repository was last updated on October 5, 2026.

Source: brycewang-stanford/Auto-Empirical-Research-Skills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.