Università Roma Tre

The course has the aim of introducing the main statistical tools to describe, interpret and forecast future values based on a time series, i.e. a sequence of data points, measured typically at successive time instants spaced at uniform time intervals. For example the main economic indicators, like the Industrial Production Index or the number of employed or unemployed, the sales of a company, asset prices, returns or volatilities.
The objective is to provide some knowledge of economic and financial time series, introduce statistical tools useful for the analysis and gain experience in the applications.
All concepts introduced will be accompanied with computer lab sections using the software R.