Description:
Stationary time series. Autocorrelation and spectrum. ARMA and ARIMA processes: estimation and forecasting. Seasonal ARIMA models. Identification and diagnostic techniques. Multivariate time series. Time series software.
Description:
Stationary time series. Autocorrelation and spectrum. ARMA and ARIMA processes: estimation and forecasting. Seasonal ARIMA models. Identification and diagnostic techniques. Multivariate time series. Time series software.
Semester:
Spring of odd years
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Recommended Background:
STT 442 or STT 862
Description:
Stationary time series. Autocorrelation and spectra. ARMA and ARIMA processes: estimation and forecasting. Seasonal ARIMA models. Identification and diagnostic techniques. Multivariate time series. Time series software.