Course Description: | This course presents the concept of time series analysis and how to use the statistical software, “R”. Time series is a sequence of data points measured at successive times. The possible examples are stock prices, the temperature at a certain point, seismic waves, etc. The observations concerned with time series analysis are usually related each other. For such observations, we cannot directly apply the method of common data analysis, in which we do not assume the relationship among the observations. This course teaches how to handle such time series data. Practical data analysis is done with the free software, “R”. Several basic codes of “R” are also covered.
Assessment: midterm exam (45%), final exam (45%), papers (10%). |