STA 209 INTRO TO TIME SERIES ANALYSIS
An introduction to the theory and methods of modern time series analysis. Topics include univariate time series; stationary and non-stationary processes; linear time series models, including AR, MA, ARMA and ARIMA models; estimation of the mean and autocovariance function; statistical tests for white noise; forecasting methods; and applications to economics, biology, astronomy, physics, social sciences, and related areas.
Enrollment Limit
Enrollment limited to 28 students.
Attributes
A2, MOIC