Course: TIME SERIES ANALYSIS AND FORECASTING
Code: QNT402
Semester: A
Instructor: Violetta Dalla
Aims and Objectives
The course presents the basic statistical concepts in time series analysis to develop models using Box-Jenkins and regression methods for forecasting stationary and non stationary time series. The course combines the statistical theory with applications using the statistical package EViews on simulated data and data from macroeconomic and financial time series.
Contents:
Course Books:
Greek:
Α. Xenakis (Notes), Time Series Analysis and Forecasting – Time Domain Analysis, 1998.
English: