Academics
-
Schools
- School of Law
- School of Business Administration
- School of Accounting
- School of Finance
- School of Economics
- School of Public Finance and Taxation
- School of Humanities and Communication
- School of Information Science
- School of Public Administration
- School of Art and Design
- School of Foreign Studies
- School of Geography and Tourism
- School of Statistics and Mathematics
- School of Greater Bay Area Film and Television Industry
- International School
- International Business School
- Cultural Creativity and Tourism School
- School of Digital Economy
- Undergraduate Education
- Postgraduate Education
Time Series Analysis
Release Date: 2022-04-271. Basic Course Information
Course Code: 040273
Course Name: Time Series Analysis
Course Type: Specialty Course
Periods: 48
Credits: 3
Target Students: Undergraduates majoring in economics or management
Assessment: Examination
Preparatory Courses: Probability Theory and Mathematical Statistics, Linear Algebra
2. Brief Course Introduction
In natural sciences, social science and economic science, people often need to analyze a series of observed data. These data ordered by time, show some random characteristics and they have patterns of statistical dependent relations with each other. Time series analysis can not only reveal the developing pattern of some phenomena from the quantity direction, but also forecast and control the future of these by using time series models. For these reasons, time series analysis is not only the tool of getting to know the objective word, but also reforming the world. Its contents include pretreatment of time series, analysis of stationary time series, deterministic analysis of non-stationary time series, random analysis of non-stationary time series, and analysis of multivariate time series.