Applied Statistics

Applied Time Series

Release Date: 2017-09-22

1. 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 Fundamental 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.

preliminary review: reexamination: final review: