STA 209 INTRO TO TIME SERIES ANALYSIS
A comprehensive introduction to the theory and methods of modern time series analysis. Students will delve into essential key concepts, explore practical studies, and learn various types of 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 the autocovariance function; statistical tests for white noise; forecasting methods; and applications. Students will engage in case studies and hands-on projects that emphasize scientific inquiry and analysis. This approach will allow them to apply theoretical concepts in practical situations and improve their understanding and ability to work effectively with time series data.
Enrollment Limit
Enrollment limited to 28 students.
Attributes
MOIC, MOID