000236L - TIME SERIES ANALYSIS

The approach is mainly applied, with the aim of introducing the student to the problems and the basic tools for the analysis of economic and financial historical series.

The lessons are flanked by exercises on real data with the use of suitable calculation programs (software R).

At the end of the course the student knows the methodological fundamentals of some of the main statistical techniques for the analysis of data characterized by a particular dependence structure typical of the observations repeated over time. In particular, the student is able to: - perform analysis of real data in a critical way - face advanced courses of analysis of time series

1. Knowledge and ability to understand

Knowledge of the basic theoretical concepts of the analysis of time series and reference terminology

2. Knowledge and understanding skills applied

Ability to apply principles of statistical reasoning in the elaboration and interpretation of company reports

3.Autonomy of judgment

Learning the logical notions and indispensable statistics to work independently in the research, selection and processing of company data and in the use of official statistical sources.

4. Communication skills

Learning of terminology and time series, essential for communicating or properly discussing results of conducted analyzes or company reports