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Viewing: STAT 8281 : Advanced Time Series Analysis

Last approved: Mon, 17 Jul 2017 08:04:46 GMT

Last edit: Thu, 13 Jul 2017 19:00:51 GMT

Catalog Pages referencing this course
Columbian College of Arts and Sciences
Statistics (STAT)
STAT
8281
Advanced Time Series Analysis
Advanced Time Series Analysis
Fall 2017
3
Course Type
Lecture
Default Grading Method
Letter Grade

No
No
MATH 2233, STAT 6201 and STAT 6202
Corequisites

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Frequency of Offering

Term(s) Offered

Are there Course Equivalents?
No
 
No
Fee Type


No


Autoregressive integrated moving average (ARIMA) modeling and forecasting of univariate and multivariate time series. Statespace or Kalman filter models, spectral analysis of multiple time series. Theory and applications using the University computer.
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Uploaded a Course Syllabus

Course Attribute


Key: 9188