Univariate Time Series Analysis


Yozgatlıgil C.

  • Dersin Düzeyi: Yüksek Lisans
  • Tasarlanan Ders Kodu: STAT 562
  • Öğretim Türü: Örgün Öğretim (Normal Öğretim)
  • Dersin Kapsamı: Teorik ve Uygulama
  • Akademik Yıl: 2008 - 2009
  • Ders İçeriği:

    Fundamental concepts in univariate time domain analyses, properties of autocovariance and autocorrelation of time series, stationary and nonstationary models, difference equations, autoregressive integrated moving average processes, model identification, parameter estimation, model selection, time series forecasting, seasonal time series models, testing for a unit root, intervention analysis,  outlier detection, handling missing observations in time series, Fourier series, spectral theory of stationary processes and the estimation of the spectrum.