STAT 580 - Time Series

(3 units)

Prerequisite: STAT 381 or consent of instructor.
Includes moving averages, smoothing, Box-Jenkins (ARIMA) models, testing for nonstationarity, model fitting and checking, prediction and model selection, seasonal adjustment, ARCH, GARCH, cointegration, and state-space models. Statistical packages used throughout the course.

Letter grade only (A-F). (Lecture 3 hours) Not open for credit to students with credit in MATH 582.