Dynamic data analysis
Analiza dinamičnih podatkov
6.0 ECTS / 60 (30 hours of lectures, 0 hours of exercises, 30 hours of seminars, 0 hours other forms of work)
izr. prof. dr. Damjan Škulj
Elective - expert
- Undergraduate Programme of Social Informatics
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.
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Curriculum was last modified on: 04.03.2019