HISTORICAL SERIES AND STATISTICAL FORECASTS

Course objectives

Learning goals Main goal is learning the main methods for the statistical analysis of phenomena variable in time, related both to the description of their main properties, and to forecasting of future behavior Knowledge and understanding Knowledge of the foundations of time series analysis (stationarity, autocorrelation, representative models) and understanding the main methods for estimating them using real data. Applying knowledge and understanding. Students will be able to formalize the analysis of the main properties of a time series through statistical indices, and to actually obtain estimates of such indices and some types of forecasts, basing on real data, using appropriate software. Making judgements. Students develop judgement abilities by applying alternative methodologies to the same data sets, and learn to interpret results in a critical way. Communication skills. Students learn the specific technical-scientific language of the present discipline, and also learn to communicate correctly through discussion of practical applications. Learning skills. Students develop the adequate skill to take into account, in an authonomous and statistically correct fashion, of the influence of time, in all data analyses that they will find in further studies and their professional experience.

Channel 1
ROBERTO ZELLI Lecturers' profile

Program - Frequency - Exams

Books
Suggeriti per specifici argomenti: P.H. Franses, D. van Dijk, A. Opschoor, “Time Series Models for Business and Economic Forecasting”, second edition, Cambridge University Press, 2014. R.J. Hyndman, G. Athanasopoulos, “Forecasting: Principles and Practice”, OTexts, 2014, http://otexts.com/fpp/
Lesson mode
Lectures include presentation of statistical methods, empirical applications and exercises.
  • Lesson code1035111
  • Academic year2024/2025
  • CourseStatistics for management
  • CurriculumSingle curriculum
  • Year3rd year
  • Semester2nd semester
  • SSDSECS-S/01
  • CFU9
  • Subject areaStatistico, statistico applicato, demografico