Course Information

Code	Course Name	Language	Type
MAT 343E	Time Series Analysis	English	Elective

Local Credits	ECTS	Theoretical	Tutorial	Laboratory
3	6	3	0	0

Course Prerequisites and Class Restriction
Prerequisites	MAT 244 MIN DD or MAT 244E MIN DD
Class Restriction	None

Course Description

Basic subjects related to modeling. Inspection of the data. Autocorrelation and Partial Autocorrelation functions of the data. Investigation of the stationarity of the data using unit root test. Forecast and error modeling. Parameter estimation. Modeling of the error as a sthocastic variable. Forecasting using AR, MA, ARMA, ARIMA, GARCH and EGARCH models. Cointegration

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+90 212 365 78 00-99 (100 line)

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+90 212 285 29 09

İTÜ Ayazağa Campus

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34469 Maslak - İstanbul

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ogrenciisleri@itu.edu.tr

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