Time Series Analysis

LECTURES: Thursdays and Fridays, on

15.-16.3., 22.-23.3., 5.-6.4.

References: 

  P.J.Brockwell, R.A.Davis: Introduction to Time Series and Forecasting, Springer, 2002.
  P.J.Brockwell, R.A.Davis: Time Series: Theory and Methods, Springer, 1991.
  W.N.Venables, B.D.Ripley: Modern Applied Statistics with S-Plus, Springer, 1994.
  W.N.Shumway, D..Stoffer: Time Series Analysis and Its Applications, Springer, 2006.

Links:

  Interesting blog for a related course Financial Time Series, JM Steele
  Web page of R project
  Interesting application and data www.degroterecessie.nl

Data sources: