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Information
| Unit | INSTITUTE OF NATURAL AND APPLIED SCIENCES |
| STATISTICS (PhD) | |
| Code | ISB521 |
| Name | Time Series Analysis - I |
| Term | 2018-2019 Academic Year |
| Term | Fall |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Belirsiz |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. SELAHATTİN KAÇIRANLAR |
| Course Instructor |
The current term course schedule has not been prepared yet.
|
Course Goal / Objective
The objectives of this course are to do modelling and analysis of time series
Course Content
Difference Equations, Lag Operators, MA,AR,ARMA Processes, Stationary ARMA Processes, Forecasting, Maximum Likelihood Estimation,Multivariate Time Series, Cointegration
Course Precondition
Resources
Notes
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | To solve difference equations |
| LO02 | To learn the stationary time series processes |
| LO03 | To learn forecasting and estimation methods |
| LO04 | To do modeling in time series |
| LO05 | To do stationarity analysis |
| LO06 | To understand non-stationary time series |
| LO07 | To learn multivariate time series models |
| LO08 | To express cointegration |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Difference Equations | Source reading | |
| 2 | MA,AR,ARMA Processes | Source reading | |
| 3 | Methods of forecasting | Source reading | |
| 4 | Methods of Estimation | Source reading | |
| 5 | Maximum Likelihood Estimation | Source reading | |
| 6 | Modelling of Time Series | Source reading | |
| 7 | Analysis of Stationary | Source reading | |
| 8 | Mid-Term Exam | Review the topics discussed in the lecture notes and sources | |
| 9 | Non-Stationary Time Series | Source reading | |
| 10 | Non-Stationary Time Series | Source reading | |
| 11 | Multivariate Time Series Models | Source reading | |
| 12 | Multivariate Time Series Models | Source reading | |
| 13 | Cointegration | Source reading | |
| 14 | Cointegration | Source reading | |
| 15 | Estimation of Cointegration Vector | Source reading | |
| 16 | Term Exams | Review the topics discussed in the lecture notes and sources | |
| 17 | Term Exams | Review the topics discussed in the lecture notes and sources |