STA 6853 Time Series and Forecasting Techniques
This course covers correlations and autocorrelations, as well as the theory of stationary non-seasonal time series models, autoregressive, moving average, and mixed models. The course also focuses on nonstationary series, data identification and estimation, model diagnostic checking with an emphasis on forecasting, and seasonal series analysis. The course also includes an introduction to transfer functional models and covers intervention analysis.
Distribution
HLA