2019-2020 Undergraduate Catalog 
    
    Jan 15, 2025  
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2019-2020 Undergraduate Catalog [ARCHIVED CATALOG]

STAT 415 - Applied Time Series Analysis

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

A study of stationary stochastic processes, auto-regressions and ARMA-processes, parameter estimation and model selection for time series, trends and seasonality, forecasting by exponential smoothing and the Box-Jenkins method, linear filters.
Prerequisite: STAT 301  and STAT 315 
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