Graduate Certificate in Statistics for Time Series Analysis
-- ViewingNowThe Graduate Certificate in Statistics for Time Series Analysis is a comprehensive course that focuses on statistical modeling and analysis of time series data. This program is crucial in today's data-driven world, where time-dependent data is prevalent in various industries such as finance, economics, engineering, and social sciences.
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โข Time Series Analysis Fundamentals: An introduction to time series analysis, including key concepts, data types, and descriptive statistics.
โข Stationary Time Series: Understanding stationarity, tests for stationarity, and techniques to transform non-stationary time series into stationary ones.
โข Autoregressive (AR) Models: Learning about AR models, their estimation, and diagnostic checking.
โข Moving Average (MA) Models: Understanding MA models, their estimation, and diagnostic checking.
โข Autoregressive Moving Average (ARMA) Models: Combining AR and MA models to create ARMA models.
โข Seasonal ARIMA Models: Extending ARIMA models to include seasonality.
โข Model Selection & Diagnostics: Techniques for model selection, including AIC, BIC, and cross-validation, as well as diagnostic checking for residuals.
โข Forecasting with Time Series Models: Applying time series models for forecasting, including point forecasts, prediction intervals, and evaluation metrics.
โข Multivariate Time Series Analysis: Extending univariate time series analysis to multivariate settings, including vector autoregression and vector error correction models.
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