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

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.