STAT 46600 - Time Series

Prerequisite(s): STAT 34600 FOR LEVEL UG WITH MIN. GRADE OF C AND STAT 43100 FOR LEVEL UG WITH MIN. GRADE OF C

Credit Hours: 3.00. This course introduces the statistical methodology and models required to analyze time series data in practice. The course emphasizes both modeling methodology (model identification, estimation and diagnostics) and the practical implementation of time series modeling using existing statistical software. Topics include Analysis of time series and forecasting methods, Stationary processes, ARMA models, Autocorrelation function, Spectral analysis, Non stationary time series, ARIMA models, SARIMA models, Unit roots and Volatility models. Typically offered Fall Spring.

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