Time Series Analysis

This course was taught to undergraduates at Anhui University in autumn 2023, autumn 2024, autumn 2025.

You may download the corresponding lecture notes, but please DO NOT circulate these materials for other purposes except for teaching or learning.

These materials form part of the second module of the master’s time series course. The corresponding derivations are omitted from the undergraduate course but are discussed in greater detail at the master’s level. The master’s time series course was taught to graduate students at Anhui University in autumn 2025.

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