Learning outcomes

The course familiarises students profoundly with the problems of time series analysis both in the time domain and the frequency domain so that they will be able to analyse time series and the dependence relations between them.

Contents

See objectives.

Teaching language

Finnish

Evaluation

Numeric 1-5.

Recommended year of study

1. year autumn
1. year spring
2. year autumn
2. year spring

Study materials

1. Hamilton, J. D., Time Series Analysis. Princeton University Press 1994.
2. Harvey, A. C., The Econometric Analysis of Time Series. Philip Allan 1990.
3. Brockwell, P. J., Davis, R. A., Time Series: Theory and Methods. Springer 1991.
4. Enders, W., Applied Econometric Time Series. Wiley 1995.
5. Box, G. E., Jenkins, G. M., Reinsel, G. C., Time Series Analysis, Forecasting and Control. Holden-Day 1994.
6. Fuller, W. A., Introduction Statistical Time Series. Wiley 1996.

Belongs to following study modules