Time Series Analysis

Catalog description

Class Hours: 3 Lab/Discussion: 0 Credits: 3 Prerequisite: MATH 363 or MATH 411 or ECON 356 or instructor permission Description: Applied statistics course in the analysis and forecasting of time series data. Linear time series regression models, ARIMA models, SARIMA models, GARCH models, and spectral theory are used to examine time series data. Emphasizes the applied aspects of these models. Computer software is used for data analysis.