Aug 20, 2022  
2018-2019 Undergraduate and Graduate Catalog 
    
2018-2019 Undergraduate and Graduate Catalog [ARCHIVED CATALOG]

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, state-space models. Statistical packages used throughout the course.

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