Time series

Time series

3-4 hours of lectures per week.

Lecturers: Anders Holst Andersen and Preben Blæsild

Content:                                                                                                                                                                             The course will give an introduction to time series analyses: ARIMAmodels, Transfer models, Spectral analysis. To illustrate the theory, time series data are analysed in SAS.

Prerequisites:                                                                                                                                                        Statistics 1.

Literature:                                                                                                                                                                   Anders Holst Andersen and Preben Blæsild: Time Series Analysis.