Time Series Analysis
Autumn semester 2020
General information
| Lecturer | Fadoua Balabdaoui |
|---|---|
| Assistant | Loris Michel |
| Lectures | Wed 9-10 (online); Thu 10-12 (online) |
| Course catalogue data | >> |
Important
All the contents have been moved to the course Moodle and the new material will be added regularly there.
Course content
The course offers an introduction into analyzing times series, that is observations which occur in time. The material will cover Stationary Models, ARMA processes, Spectral Analysis, Forecasting, Nonstationary Models, ARIMA Models and an introduction to GARCH models.
The key topics which will be covered are:
Announcements
-
September 14th, 2020:
Beginning of lectures: Wednesday, 16.09.2020 at 09:15.
Course materials
- All materials for the lecture (script, slides, exercises, solutions, lecture recordings and additional notes) will be provided on the Moodle online learning platform: Time Series Analysis Moodle
- Slides used in the course will be available in due time. Exercises as well as solutions will also be provided.