STAT 6380 Time Series Analysis

This course is an introduction to statistical time series analysis. Topics include ARIMA and other time series models, forecasting, spectral analysis, time-domain regression, model identification, estimation of parameters, and diagnostic checking.

Credits

3

Prerequisite

Grade of C or better in STAT 6379.

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Administrative Unit

School of Mathematical & Stat

Offered

As scheduled