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Nov 15, 2024
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2019-2020 Graduate Catalog [ARCHIVED CATALOG]
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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
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