Time series and forecasting**

A.A. 2022/2023
6
Crediti massimi
40
Ore totali
SSD
SECS-P/05
Lingua
Inglese
Obiettivi formativi
A great variety of physical and economic data are in the form of time series. Typical objectives include: · Identify the effect of past shocks on the current state of the world: were the shocks transitory or permanent? How much of a past shock is still relevant today? · Forecasting future values For multivariate time series, we are also interested in· Modelling the dynamic interaction between different series.
Risultati apprendimento attesi
By the end of the module you will be able to: Understand the difference between a time series and an independent random sample. Apply non-parametric and parametric techniques to model time series. Choose and estimate parametric models for time series. Compute the impulse response function. Forecast future values.
Corso singolo

Questo insegnamento non può essere seguito come corso singolo. Puoi trovare gli insegnamenti disponibili consultando il catalogo corsi singoli.

Programma e organizzazione didattica

Edizione unica

Edizione non attiva
SECS-P/05 - ECONOMETRIA - CFU: 6
Lezioni: 40 ore