Newts Master Introduction

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    間序列

    (Time Series Master Level 1)

    Master of Statistics

    Course of Announcement-Fall 2005

     

    Text Books:  Time Series Analysis: Univariate and Multivariate

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    te5hniCues! trans8ormations! analysis o8 residuals!

    auto5orrelation

    1 Eundamental 5on5e?ts *Iha?ter (!2! notesJ "$ days4 Sto5hasti5

    ?ro5esses! ?ro5ess and sam?le auto5orrelation 8un5tion! ?artialauto5orrelation 8un5tion

    Stationary time series models *Iha?ter 1! notesJ 2 days4 A%MA

    models! model identi8i5ation

    ) =stimation in time series *Iha?ter 3! notesJ ( days4 &onlinear

    least sCuares! ?otential ?roblems! diaDnosti5 5he5kinD and

    residual analysis

    2 &onstationary time series *Iha?ter J 1 days4 Hi88eren5inD!

    trans8ormation! identi8i5ation3 Eore5astinD and ?redi5tion intervals *Iha?ter )! notesJ

    days4

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    "1 IAFT= "1 =stimation o8 S?e5trum

    " IAFT= " Trans8er Eun5tion Models

    ") IAFT= ") Time Series eDression and KAI Models

    "2 IAFT= "2 Le5tor Time Series Models

    "3 IAFT= "3 More on Le5tor Time Series

    "