STAT 572 - Time Series Analysis

Credit Hours: 3
Lecture Hours: 3
Lab Hours: 0

A discussion of the theoretical and applied aspects of Time Series. Topics include: Introduction to forecasting, Non-Seasonal Box-Jenkins Models and their tentative identification, Seasonal Box-Jenkins Models and their tentative identification, Estimation and diagnostic checking for Box-Jenkins models, Time Series Regression, Exponential Smoothing, Transfer Function Models, Classical Regression Analysis.
Prerequisite: STAT 561

Academic Catalog

STAT 572 - Time Series Analysis