402311 - Time Series Analysis |
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Credit Hours3 Pre-requisite402331 Co-requisite- Distribution3 + 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. |