Akademik Dersler - İçerik

Weeks	Topics
Week - 1	Stochastic Processes, Realization and Time Series
Week - 2	The Properties of Stochastic processes and Stationarity
Week - 3	Strong and Weakly Stationarity
Week - 4	Stationary Processes: Gauss, Markov, White Noise Processes
Week - 5	Non-Stationary Processes: Pure Random Walk, Random Walk with Drift and Random Walk with Drift and Trend
Week - 6	Difference-Stationary, Trend-Stationary Processes and Integrated Processes
Week - 7	Autocovariance and Autocorrelation Functions and their Properties
Week - 8	Box-Pierce and Ljung Box Tests
Week - 9	Lag and Difference Operators
Week - 10	Unit Root Tests: DF, ADF, Phillips-Perron Tests
Week - 11	N-G Perron, KPSS GLS, Sequential and ERS optimal Unit Root Tests
Week - 12	Multivariate Time Series and Vector Autoregressive Models (VAR)
Week - 13	Cointegration Tests: Engle-Granger and Johansen Tests
Week - 14	Applications with E-views