Sep 18, 2021  
2013-2014 Graduate Catalog 
    
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STA 750 - Time Series Analysis


Credits 3

Topics include ARMA and ARIMA processes; autocorrelation and partial autocorrelation functions; spectral density and periodogram; Yule-Walker equations; model fitting, forecasting and diagnostics; state-space models and the Kalman filter; multivariate time series; use of statistical software.

Prerequisites
  or consent of instructor.