STA 6853 Time Series and Forecasting Techniques

This course covers correlations and autocorrelations, theory of stationary non-seasonal time series models, autoregressive, moving average, and mixed models. The course also focuses on nonstationary series, identification and estimation of models from data, diagnostic checking of models with an emphasis on forecasting, analyzing seasonal series. An introduction to transfer functional models and intervention analysis is also covered. (3 hrs. Lect.)

Credits

3

Distribution

HLA