An introduction to Statistical Time Series Analysis. Topics include Trend Analysis, seasonal variation, Stationary and Non-stationary time series models, serial correlation, forecasting and regression analysis of time series data.
Test 1 - Friday, February 10
Test 2 - Friday, March 2
Test 3 - Friday, March 23
01 Introduction pdf
02 Review of Probability and Statistics pdf
03 Introduction to Time Series Analysis pdf Example of Time series (Excel)
05 Spectral Analysis of a Time series pdf
06 Review and Forecasting of a Time Series pdf
07 Prediction for ARIMA Models, Seasonal Models pdf
09 Spectral Density Estimation pdf
10 Multiple Time Series Analysis pdf
11 Other Models, The Hidden Markov Model pdf
12 State Space Modelling, the Kalman Filter pdf
14 Financial Time Series Analysis pdf