Time Series Analysis
Faculté des sciences économiques, commerciales et de gestion
A time series is a collection of observations of well-defined data items obtained through repeated measurements at consistent intervals over a set period of time (daily, monthly, yearly, etc.). Such data arise in just about every area of science and the humanities, including econometrics and finance, engineering, medicine, genetics, sociology, environmental science.
This course provides an introduction to time series analysis techniques and methods. Topics covered are: descriptive methods and plots, smoothing, differencing; the autocorrelation
trend analysis, seasonal variation, stationary and non-stationary time series models, forecasting and regression analysis of time series data.