Time Series Guide

Q: What is a Claude Code skill and how does the Time Series Guide skill fit in?

A Claude Code skill is a SKILL.md file that lives under ~/.claude/skills/<name>/ and tells the Claude Code CLI agent how to perform a specific task (instructions, prompts, allowed tools). Skills are auto-discovered at session start. Time Series Guide is one of 67,000+ skills indexed in the open ClaudSkills catalog, classified under the General category. Learn more at https://claudskills.com/learn/what-is-skill-md/.

Category: General · Sub-category: integrations · Last updated: 2026-05-28

type:integration

Apply ARIMA, VAR, cointegration, and time series econometric methods

From the source SKILL.md

A skill for applying time series econometric methods including ARIMA modeling, VAR systems, cointegration analysis, and unit root tests. Covers stationarity concepts, model selection, forecasting, and diagnostic checking for economic and financial data.

What this skill does

Time Series Guide is a community-contributed Claude Code skill in the integrations sub-category. It ships as a SKILL.md file that Claude Code auto-discovers under ~/.claude/skills/time-series-guide/ and loads when your prompt matches the skill's trigger.

Who uses this skill

The Time Series Guide Claude Code skill is built for Claude Code users and developers across all disciplines looking for general-purpose AI assistance. It's part of ClaudSkills (also referred to as Claude Skills or Claude Code Skills) — the open community-curated registry of 85,000+ SKILL.md files for Anthropic's Claude Code agent and the wider Claude ecosystem (Claude API, Claude Agent SDK).

How to install

Free

Manual install (2 steps)

mkdir -p ~/.claude/skills/time-series-guide
curl -L https://claudskills.com/skills/time-series-guide/SKILL.md \
  -o ~/.claude/skills/time-series-guide/SKILL.md

Or just download SKILL.md directly and drop it into ~/.claude/skills/time-series-guide/. Claude Code auto-discovers it on next session.

Skills live at ~/.claude/skills/time-series-guide/SKILL.md on macOS/Linux, or %USERPROFILE%\.claude\skills\time-series-guide\SKILL.md on Windows. See the full install guide for step-by-step instructions.

Pro

One-click install via the desktop app

The ClaudSkills desktop app installs any skill directly into ~/.claude/skills/ with one click — no terminal required. Pro starts at $9/mo or $149 lifetime.

Pro

For the full experience including quality scoring and one-click install features for each skill — upgrade to Pro.

See pricing → Download desktop app

Frequently asked questions

How do I install the Time Series Guide Claude Code skill?

Install via the ClaudSkills desktop app (one click) or copy SKILL.md from the source repository to ~/.claude/skills/time-series-guide/SKILL.md and restart Claude Code. Both flows are detailed at claudskills.com/install/.

What does the Time Series Guide skill do?

Apply ARIMA, VAR, cointegration, and time series econometric methods

Is this skill free to install?

Yes. ClaudSkills is an open registry — every skill keeps its source repository's license, and manual install via copy is free. ClaudSkills Pro ($9/mo, $79/yr, or $149 one-time) adds one-click install via the desktop app and a multi-signal Quality Score.

When should I use the Time Series Guide skill?

Use Time Series Guide when your Claude Code task falls under the General category — specifically in the integrations area. Claude Code auto-discovers installed skills and invokes the right one based on the task description, so you can also ask Claude directly (e.g. "use Time Series Guide" or describe the task and let Claude pick). Browse related skills at /category/general/.

What is a Claude Code skill and how does the Time Series Guide skill fit in?

A Claude Code skill is a SKILL.md file that lives under ~/.claude/skills/<name>/ and tells the Claude Code CLI agent how to perform a specific task (instructions, prompts, allowed tools). Skills are auto-discovered at session start. Time Series Guide is one of 67,000+ skills indexed in the open ClaudSkills catalog, classified under the General category. Learn more at /learn/what-is-a-claude-skill/.

Attribution & license

Source: https://github.com/brycewang-stanford/Auto-Empirical-Research-Skills/blob/HEAD/skills/43-wentorai-research-plugins/skills/analysis/econometrics/time-series-guide/SKILL.md
Author: brycewang-stanford
Website: https://copaper.ai

Cite this skill

If you reference this skill in a blog post, paper, or documentation, you can cite it as:

APA

brycewang-stanford. (2026). Time Series Guide [Claude Code skill]. ClaudSkills. https://claudskills.com/skills/time-series-guide/

BibTeX

@misc{time-series-guide-2026,
  author    = {brycewang-stanford},
  title     = {Time Series Guide [Claude Code skill]},
  year      = {2026},
  publisher = {ClaudSkills},
  url       = {https://claudskills.com/skills/time-series-guide/}
}

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Badge

[![ClaudSkills](https://claudskills.com/badge/time-series-guide.svg)](https://claudskills.com/skills/time-series-guide/?utm_source=badge&utm_medium=readme&utm_campaign=skill_badge)

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