Time Series Analysis

Objectives

The main objective of this course is to develop the skills needed to do empirical research in fields operating with time series data sets.
The course intends to meet two goals: it provides tools for empirical work with time series data and is an introduction into the theoretical foundation of time series models.
Much of statistical methodology is concerned with models in which the observations are assumed to be independent. However, many data sets occur in the form of time series where observations are dependent.
In this course, we will concentrate on time series analysis, with a balance between theory and applications. After completing this course, a student will be able to independently analyse time series data using R software.