Dynamic data analysis

Analiza dinamičnih podatkov

Course credits:

6.00 ECTS / 60 (30 hours of lectures, 0 hours of exercises, 30 hours of seminars, 0 hours other forms of work)

Course holder:

izr. prof. dr. Damjan Škulj

Type:

Elective - expert

Language:

Slovenian

Semester:

First semester

Study degree

1. level

Course execution:

• Undergraduate Programme of Social Informatics

Short content

1. Markov chains: Distributions over states, transition matrices; Regular chains, limit properties; Chains with absorption; Parameter estimation; 2. Basic time series analysis: Lag operator; Regression with lagged variables; Trend and seasonality; Stationarity; Heteroskedasticity; 3. Regression models for panel and logitudinal data: Basic methods; Fixed effects model; Random effects model; 4. Time series analysis: Stationarity; Unit root; Autocorrelation; Cointegration; ARIMA models; VAR models.