|525: ( 3 credits) Analysis of Time Series I
seasonality, stationary processes, Hilbert space techniques,
spectral distribution function, fitting ARIMA models, linear
STAT 430. STAT 530 works as a "higher level" prerequisite for this course.
Text: Introduction to Time Series and Forecasting, Brockwell & Davis.
Computer Software: R statistical software, plus other software provided to student.
This course fulfills a Group II or III requirement for the MS degree, as well as serving as an elective for the Statistical Theory & Methods certificate.