Time Series

The concept of a time series refers to a sequence of values recorded over a period of time. The use of such data is widespread in nearly all areas of science and the humanities, such as econometrics and finance, engineering, medicine, genetics, sociology, and environmental science. It is the existence of dependence between observations in a series as well as the fact that usually only one observation is made at any given point in time that makes time series data so special.

Credits

3 credits

Course Code

STAT 5553