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Applied Time Series
Release Date: 2017-09-221. Basic Course Information
Course Title:Applied Time Series
Course Code:102263
Credit Hours/Credits:48/3
Students:Undergraduate Students major in Statistics and Applied Statistics
Prerequisites:The Foundation of Statistics,Advanced Algebra,Probability Theory and Mathematical Statistics
Subsequent Course(s):None
Course Category:Professional Foundamental Course
Assessment: final exam (70%) + Participation & Assignments (30%)
2. Course Introduction
This course introduces the fundamental principles and computations of Time Series Analysis. The content includes: Stochastic Series, Statistical Estimation and Linear Difference Equation, Model Specification for Univariate of Time Series, Parameter Estimation, Model Test and Modeling Methods, especially ARMA modeling and prediction by software.