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Course ID:STAT 4280/6280. 3 hours.
Course Title:Applied Time Series Analysis
Course
Description:
Autoregressive, moving average, autoregressive-moving average, and integrated autoregressive-moving average processes, seasonal models, autocorrelation function, estimation, model checking, forecasting, spectrum, spectral estimators.
Athena Title:APPLIED TIME SERIES
Undergraduate Prerequisite:STAT 4230/6230 and STAT 4360/6360
Graduate Prerequisite:[STAT 4360/6360 and (STAT 4230/6230 or STAT 6320 or STAT 6420)] or permission of department
Semester Course
Offered:
Offered fall semester every year.
Grading System:A-F (Traditional)
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Syllabus: