Ders Adı Zaman Serileri Analizi ve Öngörüsü 648
Semester Güz
Ders Tipi Zorunlu
Teori 3
Kredi 3
ECTS 10
Dersin Açıklaması
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.