Week 3-4 Time series components and Stationary Time Series
Time series components
1. Secula Trend
2. Seasonal variation
3. Cyclical Variation
4. Irregularties
Stationary Time Series and its types
Methods to Check Variable is Staionary
1.Graphical method
a. Time Plot
b. Correlogram
2. Empirical method
Unit Rool Test
a.Agumented Dickey Fuller test (ADF Test)
b, Phillips perron Test (PP Test)
Course Material
- Course Outline
- Week 1-2 Introduction to Time series
- Week 3-4 Time series components and Stationary Time Series
- Week 5 AutoCorrelation Funtion and Its properties
- Week 6-7 Exponential Smoothing Methods
- Week 8 Spectral Density Function and Periodogram
- Week 9 Mid Term
- Week 10-11 Stochastic Process
- Week 12 Detection of Stationary Series
- Week 13- 14 Autoregressive Model and Moving Average Model
- week 15-16 ARMA and ARIMA Model
- Week 17 Software
- Week 18 Final Exam
- Chapters 13
- Department Statistics
- Teacher
Samra Rani
