{"id":8671,"date":"2025-07-15T20:41:36","date_gmt":"2025-07-15T17:41:36","guid":{"rendered":"https:\/\/www.econ.uoa.gr\/course\/qnt402-%ce%b1%ce%bd%ce%ac%ce%bb%cf%85%cf%83%ce%b7-%cf%87%cf%81%ce%bf%ce%bd%ce%bf%ce%bb%ce%bf%ce%b3%ce%b9%ce%ba%cf%8e%ce%bd-%cf%83%ce%b5%ce%b9%cf%81%cf%8e%ce%bd-%cf%80%cf%81%ce%bf%ce%b2%ce%bb%ce%ad\/"},"modified":"2026-04-17T14:31:53","modified_gmt":"2026-04-17T11:31:53","slug":"qnt402-time-series-analysis-predictions","status":"publish","type":"course","link":"https:\/\/www.econ.uoa.gr\/en\/course\/qnt402-time-series-analysis-predictions\/","title":{"rendered":"QNT402 - Time Series Analysis &amp; Forecasting - 7th semester"},"content":{"rendered":"<p><strong>\u0391\u03bd\u03ac\u03bb\u03c5\u03c3\u03b7 \u03a7\u03c1\u03bf\u03bd\u03bf\u03bb\u03bf\u03b3\u03b9\u03ba\u03ce\u03bd \u03a3\u03b5\u03b9\u03c1\u03ce\u03bd &amp; \u03a0\u03c1\u03bf\u03b2\u03bb\u03ad\u03c8\u03b5\u03b9\u03c2<\/strong><\/p>\n<p>\u039a\u03c9\u03b4\u03b9\u03ba\u03cc\u03c2: QNT402<br \/>\n\u0395\u03be\u03ac\u03bc\u03b7\u03bd\u03bf: 7\u03bf<br \/>\n\u0394\u03b9\u03b4\u03ac\u03c3\u03ba\u03bf\u03bd\u03c4\u03b5\u03c2: \u0392\u03b9\u03bf\u03bb\u03ad\u03c4\u03c4\u03b1 \u0394\u03ac\u03bb\u03bb\u03b1<\/p>\n<p><strong>Content<\/strong><\/p>\n<p>Purpose:<\/p>\n<p>The course introduces the basic statistical concepts in time series analysis to develop models using Box-Jenkins and regression methods for predicting stationary and non-stationary time series. The course combines statistical theory with applications in the EViews statistical package to simulated data and macroeconomic and financial time series data.<\/p>\n<p>Content:<\/p>\n<p>- Basic statistical concepts of time series analysis.<\/p>\n<p>- Component analysis of time series components.<\/p>\n<p>- Models of stationary time series.<\/p>\n<p>- Non-stationary and seasonal time series models.<\/p>\n<p>- Identification, estimation and diagnostic tests of time series subsamples.<\/p>\n<p>- Statistical predictions using regression and Box-Jenkins methods.<\/p>\n<p><strong>Teaching aids<\/strong><\/p>\n<p>Greek:<br \/>\n\u0391. Xenakis (Notes), Chronological Series Analysis and Forecasts - Analysis in the Field of Time, 1998.<\/p>\n<p>Foreign language:<br \/>\nP. J. Brockwell &amp; R. A. Davis, Introduction to Time Series and Forecasting, Springer, 1996.<br \/>\nG. E. P. Box &amp; G. M. Jenkins, Time Series Analysis: Forecasting and Control, Holden-Day, 2nd edn, 1976.<\/p>","protected":false},"parent":0,"template":"","meta":{"_acf_changed":false,"_seopress_robots_primary_cat":"","_seopress_titles_title":"","_seopress_titles_desc":"","_seopress_robots_index":""},"course-type":[70,74],"semester":[84],"class_list":{"0":"post-8671","1":"course","2":"type-course","3":"status-publish","5":"course-type-70","6":"course-type-74","7":"semester-84"},"acf":[],"_links":{"self":[{"href":"https:\/\/www.econ.uoa.gr\/en\/wp-json\/wp\/v2\/course\/8671","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.econ.uoa.gr\/en\/wp-json\/wp\/v2\/course"}],"about":[{"href":"https:\/\/www.econ.uoa.gr\/en\/wp-json\/wp\/v2\/types\/course"}],"wp:attachment":[{"href":"https:\/\/www.econ.uoa.gr\/en\/wp-json\/wp\/v2\/media?parent=8671"}],"wp:term":[{"taxonomy":"course-type","embeddable":true,"href":"https:\/\/www.econ.uoa.gr\/en\/wp-json\/wp\/v2\/course-type?post=8671"},{"taxonomy":"semester","embeddable":true,"href":"https:\/\/www.econ.uoa.gr\/en\/wp-json\/wp\/v2\/semester?post=8671"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}