STAT 71500 - Time Series Analysis

Introduction to univariate Box-Jenkins (difference equation) time-series modeling. Topics include ARIMA models; stationarity; forecasting; diagnostics; and seasonal modeling. Extensive use of process control and economic time series. Transfer function models.

prereq: C or better in STAT 61400, or an equivalent introductory statistics course familiarity with a Windows computing environment encouraged
Hours 45
Credits 3