STAT GR5221

AR, MA, ARMA, Y-W Equation, Innovation algorithm

I learned basic time series models. got an overview of how to build a time series model using R.

Time Series Models like AR, MA, ARMA and etc.

In-depth times series analysis, heavily focused on the theoretical aspect.

This course covers basic concepts of time series, including (Seasonal) ARIMA, Yule-Walker estimation and Maximum Likelihood Estimations.

Adequate materials and reasonably-hard topics

Comprehensive knowledge about time series

Time series analysis. MA, AR, ARMA, ARIMA model, innovation algorithm, etc..

Basic knowledge about time series analysis.

Different TS models and concepts in theory and mathematic formulas and how to determine what model is acceptable