STAT 5540 - Introduction to Time Series Course uri icon

Overview

description

  • Studies basic properties, trend-based models, seasonal models modeling and forecasting with ARIMA models, spectral analysis and frequency filtration. Department enforced prerequisite: APPM 5520 or MATH 5520. Recommended prerequisite: previous coursework equivalent to STAT 4520 or MATH 4520 or STAT 5520 or MATH 5520; minimum grade of C- for all. Same as STAT 4540 and MATH 4540 and MATH 5540.