TIME SERIES ANALYSIS

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COURSE OUTLINE 1. Economic time series (a) Four components (b) Method of tting trend (c) Stationary time series (d) Use of lters in time series (e) Methods of moving averages and variate dier... ences. 2. Auto regressive processes,correlogram,periodogram and spectogram analysis 3. Prediction theory :-Box Jenkins approach to modeling time series,Use of computer packages. REFERENCE BOOKS 11. Fundamental of Applied Statistics by Gupta and Kapor. 2. Analysis of Time Series by Chris Charteld. 3. Introduction to Statistical Time Series by Fuller W.A 4. Time Series Analysis by William W.S Wei. INTRODUCTION Denition A time series is a collection of observations met sequentially in time.i.e its an arrangement of statistical data in accordance with time. [Show More]

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