- Docente: Simone Giannerini
- Credits: 4
- SSD: SECS-S/01
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Rimini
- Corso: Second cycle degree programme (LM) in Economics and management of Tourism (cod. 0912)
Learning outcomes
The course provides the methodological basis of time series
analysis with particular emphasis on tourism flow modelling and
forecasting. The student will be able to perform a complete
analysis of an economic time series: preliminary analyses, seasonal
adjustment, model selection and validation, forecast.
Course contents
- Introduction to time series analysis and its motivations
- Introduction to stochastic processes
- Autocovariance and autocorrelation
- Linear processes
- ARIMA modelling
- Forecasting procedures
- Decomposition and seasonal adjustment
Readings/Bibliography
T. Di Fonzo, F. Lisi, Serie Storiche Economiche. Carocci ,
Roma, 2005.
- Ch 1: all of it.
- Ch 2: up to 2.3 (included).
- Ch 3: all of it.
- Ch 5: all of it.
- Ch 6: all of it.
- Ch 9: up to 9.4 (included)
ADDITIONAL READINGS:
E.B. Dagum, Analisi delle serie storiche. Modellistica, previsione e scomposizione. Springer-Verlag Italia, Milano, 2001.
Teaching methods
- Lectures
- Classes
Assessment methods
Written examination
Links to further information
http://www2.stat.unibo.it/giannerini
Office hours
See the website of Simone Giannerini