STAT 5814

Applied Time Series Analysis

Missouri University of Science and Technology · UGRD · Fall 2026

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Catalog description

Introduction to time series modeling of empirical data observed over time. Topics include stationary processes, autocovariance functions, moving average, autoregressive, ARIMA, and GARCH models, spectral analysis, confidence intervals, forecasting, and forecast error. Prerequisites: One of Stat 3113, Stat 3115, Stat 3117, or Stat 5643 and one of Math 3108 or Math 5108.

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Class #missouri_sandt-0749Fall 2026UGRD3.0 credits
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