2009-2010 University Catalog 
  
  Catalog Home
  About George Mason University
  Admission
  Tuition, Expenses, and Financial Aid
  Academic Policies
  Student Rights and Responsibilities
  General Policies
  University Academic Programs and Resources
  University General Education
  Institute for Conflict Analysis and Resolution
  College of Education and Human Development
  College of Health and Human Services
  College of Humanities and Social Sciences
  Krasnow Institute for Advanced Study
  School of Management
  School of Public Policy
  College of Science
  College of Visual and Performing Arts
  Volgenau School of Information Technology and Engineering
  Programs of Study
  Programs by Department
  Courses
  Course Information Directory
  Administration and Faculty
HELP
2009-2010 University Catalog

STAT 658 - Time Series Analysis and Forecasting

Credits: 3
Cross-Listed with CSI 678

Modeling stationary and nonstationary processes, autoregressive, moving average and mixed model processes, autocovariance functions, autocorrelation functions, partial autocorrelation functions, spectral density functions, identification of models, estimation of model parameters, and forecasting techniques.

Prerequisites
STAT 544 or equivalent.

Hours of Lecture or Seminar per week
3
Hours of Lab or Studio per week
0
When Offered
AF