STAT497 APPLIED TIME SERIES ANALYSIS
| Course Code: |
2460497 |
| METU Credit (Theoretical-Laboratory hours/week): |
4(3-2) |
| ECTS Credit: |
8.0 |
| Department: |
Statistics |
| Language of Instruction: |
English |
| Level of Study: |
Undergraduate |
| Course Coordinator: |
Prof.Dr. CEYLAN YOZGATLIGÝL |
| Offered Semester: |
Fall Semesters. |
Course Content
Time series as a stochastic process. Means, covariances, correlations, stationarity. Moving averages and smoothing. Stationary and nonstationary parametric models. Model specification. Estimation and testing. Seasonality. Some forecasting procedures. Elementary spectral domain analysis. Exponential smoothing methods. Unit root tests.
