Course Information

Course Code:
Course Number:
Code Course Name Language Type
MAT 343E Time Series Analysis English Elective
Local Credits ECTS Theoretical Tutorial Laboratory
3 6 3 0 0
Course Prerequisites and Class Restriction
Prerequisites MAT 244 MIN DD
or MAT 244E MIN DD
Class Restriction None
Course Description
Basic subjects related to modeling. Inspection of the data. Autocorrelation and Partial Autocorrelation functions of the data. Investigation of the stationarity of the data using unit root test. Forecast and error modeling. Parameter estimation. Modeling of the error as a sthocastic variable. Forecasting using AR, MA, ARMA, ARIMA, GARCH and EGARCH models. Cointegration

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