2010-2011 University Catalog 
  
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2010-2011 University Catalog

STAT 658 - Time Series Analysis and Forecasting

Credits: 3
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.

Equivalent to CSI 678

Prerequisites
STAT 544 or equivalent.

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