STAT 560 - TIME SERIES ANALYSIS

3 cr

Description Statistical methods for analyzing data collected sequentially in time where successive observations are dependent. Includes smoothing techniques, decomposition, trends and seasonal variation, forecasting methods, models for time series: stationarity, autocorrelation, linear filters, ARMA processes, non-stationary processes, model building, forecast errors and confidence intervals.

Prerequisites and Corequisites
Prerequisites: STAT 441, 481, 482, 541, 581, or 786

Notes
Dual listed STAT 460

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