STAT 658 Time Series Analysis and Forecasting


Prerequisite: STAT 544 and STAT 554, or permission of instructor.


Course Description: Modeling stationary and nonstationary processes, autoregressive, moving average and mixed model processes, autocovariance functions, autocorrelation functions, partial autocorrelation functions, spectral density functions, identification of models, estimation of model parameters, and forecasting techniques. 

Equivalent to CSI 678

When Offered: Alternate Fall