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: ARIMA-models, Transfer models, Spectral analysis. To illustrate the theory, time series data are analysed in SAS.
Prerequisites: Statistics 1.
Credits: 10 ECTS.
Literature: Anders Holst Andersen and Preben Blæsild: Time Series Analysis.