14.384 Time Series Analysis

Fall 2002

Graph of time series equation.
Graph of time series equation. (Courtesy of Daniel Bersak.)

Course Highlights

This course features exams from previous semesters, problem sets, and lecture notes.

Course Description

The course is an introduction to univariate and multivariate time series models. It starts by introducing basic concepts and progresses to more complicated models. The course intends to meet two goals. It provides tools for empirical work with time series data and is an introduction into the theoretical foundation of time series models.

*Some translations represent previous versions of courses.

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Prof. Guido M. Kuersteiner

Course Meeting Times

Two sessions / week
1.5 hours / session