Elective List
Course Name Time Series Analysis And Forecasting 648
Semester Güz
Course Type Compulsory
Theory 3
Credit 3
ECTS 10
Course Description
Stationarity. Autocovariance and autocorrelation functions. General linear process. Stationary models: AR, MA, ARMA. Model identification. Estimation. Diagnostic cecks. Nonstationary models: ARIMA. Seasonal models. Forecasting. Statistical package applications.