Course
General Information
| Course Id | MAT425059 |
| Course | Time Series Analysis |
| Curriculum | S1 MATEMATIKA 2020 |
| Credit | 3 |
| Course Type | elective |
| Description | This course discussed about time series analysis which include stochastic process, the auto covariance and the auto correlation function (ACF), the partial ACF(PACF), strictly and wide-sense stationary, causality and invertibility; estimating the mean, ACF and PACF, some stationary models (White noise, Moving Average/MA, Autoregressive/AR, ARMA), estimation and forecasting stationary models, Diagnostic check methods, some non stationary model: ARIMA |