图 书 馆
应用时间序列分析Applied Time Series Analysis |
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| 课程网址: | http://ocw.metu.edu.tr/course/view.php?id=145 |
| 主讲教师: | Ceylan YOZGATLIGİL |
| 开课单位: | 中东技术大学 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The course intends to meet two goals. It provides tools for empirical work with time series data and is an introduction into the theoretical foundation of time series models. Much of statistical methodology is concerned with models in which the observations are assumed to be independent. However, many data sets occur in the form of time series where observations are dependent. In this course, we will concentrate on both univariate and multivariate time series analysis, with a balance between theory and applications. Students expected to prepare a project report on real life data. After completing this course, a student will be able to analyze univariate and multivariate time series data using available software as well as pursue research in this area. In order to emphasize application of theory to real (or simulated) data, we will use R or SAS. |
| 关 键 词: | 随机冲击形式; 方差稳定变换; 单位根检验; 时间序列应用 |
| 课程来源: | 中东技术大学公开课 |
| 最后编审: | 2017-10-24：cmh |
| 阅读次数: | 261 |