Introduction to Time Series Analysis
Download as PDF
Course Description
Time series models used in economics and engineering. Trend fitting, autoregressive and moving average models and spectral analysis, Kalman filtering, and state-space models. Seasonality, transformations, and introduction to financial time series. Prerequisite: basic course in Statistics at the level of 200.
Cross Listed Courses
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No
Course Component
Lecture
Enrollment Optional?
No
Does this course satisfy the University Language Requirement?
No
Programs
STATS207
is a
completion requirement
for:
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )