Time Series Analysis

Content

A time series is a sequence of data sequentially observed in time. This course provides an introduction to the theory and practice of statistical time series analysis. The content is as follows:

  • Stationary time series
  • Trends and seasonality
  • Autocorrelation
  • Autoregressive models
  • ARMA models
  • Parameter estimation
  • Forecasting
  • Spectral density and periodogram
Language of instructionEnglish