Time Series Analysis

STAT 551 XW


Course Description

Concepts of trend and dependence in time series data; stationarity and basic model structures for dealing with temporal dependence; moving average and autoregressive error structures; analysis in the time domain and the frequency domain; parameter estimation, prediction and forecasting; identification of appropriate model structure for actual data and model assessment techniques. Possible extended topics include dynamic models and linear filters.

3 credits

Questions

Instructor Contact

Dan Nordman

Registration Information

Course Dept
STAT
Course Number
551
Section
XW
Credit Hours
3
Semester
Fall 2018
Dates
Aug 20 - Dec 14
Prerequisites
STAT 447 or STAT 542
Max Enrollment
30
Delivery Fee
$150.00 *
* Delivery Fee is additional to Tuition & Fees.

Register Now!

Browse All Online Courses