Academic Catalog

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 YOZGATLIGL
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.