The course introduces the students to the statistical analysis of time series data and simple models.
What time series analysis can be useful for; autocorrelation; stationarity, basic time series models; AR, MA, ARMA; invertibility; estimation; forecasting; non-stationarity; introduction to financial time series and the GARCH model; spectral analysis.
ST304 - Time Series and Forecasting
The course introduces the students to the statistical analysis of time series data and simple models. What time series analysis can be useful for; autocorrelation; stationarity, basic time series m...
