Applied Time Series Analysis

Catalog description

This course will study the analysis of data observed at different points of time. Topics include stationary and non-stationary time series models, linear time series models, autoregressive models, autocorrelations, partial autocorrelations, moving average models, ARMA models, ARIMA models, forecasting, prediction limits, model specification, least square estimation, and seasonal time series models. Computer statistical packages will be used. May be taught concurrently with MTH 648. Cannot receive credit for both MTH 548 and MTH 648. 3(3-0) F Prerequisite: MTH 540 ; and MTH 345 or MTH 541 or MTH 545 .