MB 5206 TIME SERIES ANALYSIS
Week 3 :: 21 January 2020
- Box – Jenkins approach to Time Series Problem
- AR, MA, ARMA(p,q) , and ARIMA(p,D,q) Model definition.
- Matlab applications of modelling in AR. MA, ARMA, and ARIMA model
- HW 2,3.4 : Matlab Modeling for ARIMA, step by step, from the beginning until model definition.
Week 2 :: 14 January 2020
- MATLAB Introduction, setting up the systems
- Matrix operation, a refreshments
- HW1 Due: setting up the data, shows it up clearly using the legend
Week 1 :: January 14th
- Class Introduction, Syllabus
- Research in Time Series Analysis
- Data Collection in Time Series
- HW 1: Collect the Macroeconomic data for an emerging country ( quarterly for the last 10 years) :: Collect 3 years Market data for the respected country (daily data).
