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Time Series Analysis

Time Series Analysis

Time Series Analysis:

Time series analysis is a branch of statistics dealing with data represented as time series . Time series analysis includes almost all classes of statistical approaches and problems: data description, hypothesis testing , parameter estimation , regression , etc.


The practical importance of time series analysis stems from the fact that time series data - economic, social, sport, physical, etc. - are quite common.


See also: Serial Correlation , Autoregression , Filter

Browse Other Glossary Entries

Courses Using This Term

Financial Risk Modeling
This course will teach you how to model financial events that have uncertainties associated with financial events.
Forecasting Analytics
This course will teach you how to choose an appropriate time series model: fit the model, conduct diagnostics, and use the model for forecasting.
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