Feb 21, 2019  
Graduate Catalog 2018-2019 
Graduate Catalog 2018-2019

STAT 71500 - Time Series Analysis

Introduction to univariate Box-Jenkins (difference equation) time-series modeling. Topics include ARIMA models; stationarity; forecasting; diagnostics; and seasonal modeling. Extensive use of process control and economic time series. Transfer function models.

prereq: C or better in STAT 61400, or an equivalent introductory statistics course.
Hours 3 hrs.
Credits 3 cr.