Seçmeli Ders

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.