| Academic Year |
2022Year |
School/Graduate School |
School of Informatics and Data Science |
| Lecture Code |
KA221001 |
Subject Classification |
Specialized Education |
| Subject Name |
時系列分析 |
Subject Name
（Katakana） |
ジケイレツブンセキ |
Subject Name in
English |
Time Series Analysis |
| Instructor |
KATO RYUTA |
Instructor
(Katakana) |
カトウ リュウタ |
| Campus |
Higashi-Hiroshima |
Semester/Term |
3rd-Year, Second Semester, 3Term |
| Days, Periods, and Classrooms |
(3T) Fri1-4：ENG 102 |
| Lesson Style |
Lecture |
Lesson Style
(More Details) |
|
| Online lecture. |
| Credits |
2.0 |
Class Hours/Week |
|
Language of Instruction |
B
:
Japanese／English |
| Course Level |
3
:
Undergraduate High-Intermediate
|
| Course Area（Area） |
24
:
Social Sciences |
| Course Area（Discipline） |
03
:
Economics |
| Eligible Students |
|
| Keywords |
|
| Special Subject for Teacher Education |
|
Special Subject |
|
Class Status
within Educational
Program | |
|---|
Criterion referenced
Evaluation | Informatics and Data Science Program
（Abilities and Skills）
・D2. Ability to develop strategies and plans for an organization based on statistical evidence by using a wide range of knowledge and skills related to data science.
|
|---|
Class Objectives
/Class Outline |
Lecture of time series analysis |
| Class Schedule |
1. Introduction
2. Stationary Processes
3. ARMA Models 1
4. ARMA Models 2
5. Forcasting
6. VAR model
7. VAR model 2
8. VAR model 3
9. Review of the first half lecture
10. Unit root process 1
11. Unit root process 2
12. Financial Time Series 1
13. Financial Time Series 2
14. Economic applications
15. Review of the second half lecture
|
Text/Reference
Books,etc. |
Handouts |
PC or AV used in
Class,etc. |
|
| (More Details) |
Online lecture. |
| Learning techniques to be incorporated |
|
Suggestions on
Preparation and
Review |
Spend enough time on reading the course materials. |
| Requirements |
|
| Grading Method |
Take home exam. |
| Practical Experience |
|
| Summary of Practical Experience and Class Contents based on it |
|
| Message |
|
| Other |
|
Please fill in the class improvement questionnaire which is carried out on all classes.
Instructors will reflect on your feedback and utilize the information for improving their teaching. |