Time Series Analysis.

Catalog description

This course introduces basic theory and application of statistical methods to analyze data observed over time. Students will learn techniques for working with time series data and how to identify the correlation that exists between observations separated by time. The class will concentrate on both univariate, multivariate time series and panel data analysis. We will also use these techniques to develop forecasts of time series and panel (longitudinal) data. Practical application of these techniques will be introduced using R or python. Prerequisites: MATH 037 AND DATA 053 .