This course introduces time series models used in economics, engineering and finance.
* Trend fitting, autoregressive and moving average models, spectral analysis
* Seasonality, forecasting and estimation
* Use of computer package to analyze real data sets
Programme: MATH(SPS)
This course introduces time series models used in economics, engineering and finance. * Trend fitting, autoregressive and moving average models, spectral analysis * Seasonality, forecasting and estimation * Use of computer package to analyze real data sets