Applied Time Series Analysis
Credit Hours:
3 hours
Autoregressive, moving average, autoregressive-moving average, and integrated autoregressive-moving average processes, seasonal models, autocorrelation function, estimation, model checking, forecasting, spectrum, spectral estimators.
Prerequisites:
Undergraduate Prerequisite: STAT 4230/6230 and (STAT 2360-2360L or STAT 4360/6360 or STAT 4360E/6360E)
Graduate Prerequisite: [STAT 4360/6360 or STAT 4360E/6360E and (STAT 4230/6230 or STAT 6320 or STAT 6420)] or permission of department
Semester Offered:
Fall
Level: