Stat Inf/time- Series Modelling · Statistics
I learned AR, MA, ARIMA, SARIMA models, specifically, I learned how to choose the parameters and how to validate my findings.
Introduction to Time Series methods, forecasting methods etc
Very in-depth teaching with a relatively hard textbook, but without any slides.
Stationality, ARIMA model's coding and interpretation.
Basics of time-series analysis: probability & statistics review, ARMA processes, GARCH models, how to do computations in R.
ARMA model, multivariate time series analysis, state space model and Kalman recursion, etc
Time series, AR, MA, ARMA, ARIMA, SARIMA, ARCH, and GARCH processes.
Nothing. This course is not organized and topics that should be covered are not covered. The professor always left early and was not prepared enough.
Applicable Model of Time series. ARMA, ARIMA, ARCH, GARCH...
I learned a lot time series models such as AR, MA as well as ARMA, ARIMA, seasonal ARIMA, GARMCH, etc.