| Code |
Course Name |
Language |
Type |
| VBA 442E |
Time Series and Forecasting |
English |
Elective |
| Local Credits |
ECTS |
Theoretical |
Tutorial |
Laboratory |
| 3 |
4 |
3 |
0 |
0 |
| Course Prerequisites and Class Restriction |
| Prerequisites |
None |
| Class Restriction |
None |
| Course Description |
| This course examines the theory of time series analysis methods with applications to data related to various
fields such as healthcare, education, and energy. The course will begin with a brief review of univariate
statistical methods with a special emphasis on regression models. Major emphasis will be given to
autoregressive and moving average processes and their extensions. Formulae and their derivation, and (1) the
review of major assumptions, (2) the conditions under which the method might be appropriate, (3)
implementation of the analysis in major statistical packages (Stata and R) will be of greater importance. |
|
