| Time series analysis and advanced topics. Importance of time series. Autocorrelation, stationarity,
causality. Basic time series models: AR, MA, ARIMA, SARIMA, ARCH, and GARCH. Trend,
seasonality and invertibility; spectral analysis, estimation and forecasting. Introduction to multivariate
time series. Longitudinal Designs: Fixed and Random Effects Modelling using Linear and
Generalized Linear Models. Computational issues with the ML approach. Generalized Estimating
Equations. Applications using the R Statistical language. |
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu |
