Time Series Analysis

About this programme

The main purpose of the course is that the student should be well aquainted with the basic notions, theory, models and methods for solutions, in time series analysis. The course covers models for time dependent data. Such data frequently occurs in financial (e.g. the price development of a merchandise) and scientific (e.g. metheorological observations, radar signales) applications. The module consists of general theory of time series, stationary and non-stationary models, such as ARMA, ARIMA, SARIMA, and GARCH models including exogeneous variables, multivariate models, state-space models, parameter estimation and prediction. Module 2 (1 hp) Lab Assignments. The module consists of analysis of time series using suitable software. Your message goes to Infocenter, and they’ll make sure it gets to the right person – so you get the best and most relevant reply.