STAT 345 Time Series Analysis

A review and expansion of Regression Analysis skills from STAT 292 and an introduction to Time Series Analysis and Forecasting. Topics include a review of simply linear regression, multiple regression, testing and confidence intervals in regression, model building and verification, linear time series models, moving average and ARIMA models, estimation and analysis with time series models, and forecast errors and confidence intervals. Includes the use of computer software.

Credits

3

Prerequisite

STAT 292

Distribution

Mathematics, Physics and Stats

Offered

Fall Semester alternating even years