School of Science:: The University of Jordan :: 0331432 Time Series (3 Credit Hours)

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( 0331432 Time Series (3 Credit Hours))

  • Course Description : Descriptive techniques; types of variations: trend, cycle and seasonal fluctuations, autocorrelation; probability models for time series; stationary processes; autocorrelation function; estimation in time domain; fitting an autoregressive process; fitting a moving average  process; forecasting; box and Jenkin`s methods; stationary processes in the frequency domain; spectral analysis.
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  • Credit Hour :
  • Department : Mathematics
  • Program :
  • Course Level :Bachelor
  • Course Outline :
    0331432 New.pdf