The page uses Browser Access Keys to help with keyboard navigation. Click to learn moreSkip to Navigation

Different browsers use different keystrokes to activate accesskey shortcuts. Please reference the following list to use access keys on your system.

Alt and the accesskey, for Internet Explorer on Windows
Shift and Alt and the accesskey, for Firefox on Windows
Shift and Esc and the accesskey, for Windows or Mac
Ctrl and the accesskey, for the following browsers on a Mac: Internet Explorer 5.2, Safari 1.2, Firefox, Mozilla, Netscape 6+.

We use the following access keys on our gateway

n Skip to Navigation
k Accesskeys description
h Help
George Mason University
    George Mason University
   
 
 
 
2016-2017 University Catalog 
  
2016-2017 University Catalog

STAT 658 - Time Series Analysis and Forecasting

Credits: 3
Not Repeatable for Credit
Offered by Statistics  
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.

Prerequisite(s): B- or better in STAT 544 and STAT 554, or permission of instructor.
Prerequisite(s) enforced by registration system.

Schedule Type: LEC
Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
When Offered: Alternate Fall