Course：Applied Time Series Analysis
Textbook：”Time Series Analysis and its Applications” by YEH, Hsiaw-Chan, 3rd ed. (2006)
Reference：G. Box, G. Jenskins, G. Reinsel: Time Series Analysis, Forecasting and Control. (4th. ed.). (2008)
Computer Packages：SCA, SAS, MINITAB.
Contents：
(1) Introduction: Review Elementary Statistics (1 wk)
(2) Stationary Time Series Models (2 wks)
(3) Nonstationary Time Series Models (1 wk)
(4) Model Identification, Estimation and Testing (4 wks)
(5) Seasonal Time Series Models (1 wk)
(6) Forecasting (1 wk)
(7) Transfer Function Models (3 wks)
(8) Multiple Time Series Models (3 wks)
(9) Intervention and Outliers (if time available) (1 wk)
Grades： Midterm(40%)、Final(40%)、Report (20%)、Homework(5% bonus)