Online Program

Outline & Objectives (302870)

Outline of course topics:

(1)Identifying and fitting ARMA models,

(2)Diagnostics,

(3)Incorporating inputs: Regression with Time Series Errors, (4)Intervention Analysis,

(5)Nonstationarity: Unit Roots and Stochastic Trends,

(Optional: Seasonal models time permitting)

Benefits of the course include an understanding of new issues encountered when data are taken over time and how to deal with these issues. Not only are new techniques of analysis necessary, which the student will learn, but additional terminology arises in these cases. Examples and practical interpretation along with the strengths and weaknesses of competing forecasting methodologies will be emphasized. I hope to give examples of interesting data analyses that can be used as templates for analyzing the participants' data when they return home.