1062-時間序列-22064

報名期間：從 即日起 到 無限期
上課期間：從 2018-02-01 到 2018-06-30

• chapter 1
• scripts of chapter 1
• chapter 2
• script of chapter 2
• chapter 3
• chapter 4 ARMA and some properties
• simulate an arma process
• the order of ARMA by R. Tsay
• application to finance
• model estimation
• Unit root test
• ARCH and GARCH models
• chapter 6 Simulation of an asset
• R simulation of a Geometric Brownian motion
• 時間序列最終章