STAT497Undergraduate
Applied Time Series Analysis
Printed in the catalogue as APPLIED TIME SERIES ANALYSIS
Course content
Time series as a stochastic process. Means, covariances, correlations, stationarity. Moving averages and smoothing. Stationary and nonstationary parametric models. Model specification. Estimation and testing. Seasonality. Some forecasting procedures. Elementary spectral domain analysis. Exponential smoothing methods. Unit root tests.
More in STAT
- STAT101Introduction to Statistics and Data Science I
- STAT102Introduction to Statistics and Data Science II
- STAT112Introduction to Data Processing and Visualization
- STAT201Introduction to Probability &stat. I
- STAT202Introduction to Probability &stat.ii
- STAT203Probability I
- STAT204Probability II
- STAT221Fundamentals of Statistics