STAT 417 - Introduction to Time Series Data Analysis

(3.00)

Concepts in time series analysis, such as stationarity; some commonly used time series models, such as autoregressive moving average models, are introduced using examples. Time series data analysis tools, namely, auto-correlation function (ACF), partial autocorrelation function (PACF), detrending, differencing and forecasting will be discussed using real data sets. Some selected topics from time series modeling, such as transfer function models and intervention models, will be discussed. Data analysis using statistical software such as SPLUS will be an integral part of the course.

Course ID: 57058
Consent: No Special Consent Required
Components: Lecture
Requirement Group: You must have completed STAT 355 or STAT 453 with a grade of C or better.