STAT562 UNIVARIATE TIME SERIES ANALYSIS
| Course Code: |
2460562 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
7.0 |
| Department: |
Statistics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Prof.Dr. CEYLAN YOZGATLIGÝL |
| Offered Semester: |
Fall or Spring Semesters. |
Course Content
Fundamental concepts in univariate time domain analyses. properties of autocovarience 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.
