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Nov 29, 2024
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2020-2021 Graduate Catalog ARCHIVED CATALOG: CONTENT MAY NOT BE CURRENT. USE THE DROP DOWN ABOVE TO ACCESS THE CURRENT 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.
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