MATH 6380 Time Series Analysis

This course is an introduction to statistical time series analysis. Topics include: ARIMA and other time series models, forecasting, spectral analysis, and time domain regression. Model identification, estimation of parameters, and diagnostic checking are included.

Credits

3

Prerequisite

MATH 6379.

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Administrative Unit

Mathematics

Offered

As scheduled