科目名稱 Course Title： (中文)計量經濟學理論與應用（Ｂ）全英語授課 (英文)THEORY AND APPLICATION OF ECONOMETRICS (B)
開課學期 Semester：110學年度第2學期 開課班級 Class：經博一
授課教師 Instructor：米克里斯多 MICHALOPOULOS, CHRISTOS
科目代碼 Course Code：DEC96101
單全學期 Semester/Year：單
分組組別 Section：全英語授課
人數限制 Class Size：
必選修別 Required/Elective：必
學分數 Credit(s)：3
星期節次 Day/Session： 二ABC
前次異動時間 Time Last Edited：111年01月08日19時19分
教學目標
We will learn basic time series models with applications using the statistical software R. We start with discussing fundamental concepts like what is a stochastic process in time, its mean and variance covariance and what does it mean a process to be stationary. We will move on to first modelling trending time series and then develop models for stationary time series (AR, MA, ARMA) and forecasting. We will continue with non-stationary time series models (ARIMA) and if time permits we will discuss specification and estimation issues.
