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Dec 13, 2025
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2020-2021 Undergraduate Catalog [ARCHIVED CATALOG]
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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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