402311 - Time Series Analysis
Credit Hours

3

Pre-requisite

402331

Co-requisite

-

Distribution

3 + 0

This is an introductory time series course. The goal of the course is to give students a better knowledge of the ideas, methods, and resources used in time series analysis and forecasting. The course builds a thorough set of methods and tools for examining various time series formats and for comprehending the most recent works in applied time series econometrics. The topics include ARMA/ARIMA models, spectra analysis, multivariate time series and forecasting techniques.