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The objective of this course is to learn and apply statistical methods for the analysis of data that have been observed over time. Topics covered include: Models for Stationary and Non-Stationary Time Series, Model Specification, Parameter Estimation, Model Diagnostics, Forecasting, Seasonal Models, Time Series Regression, and Spectral Analysis. Statistical software will be used. (Cross-listed with STAT 4440)

Prerequisite(s)/Corequisite(s): MATH 4750 or MATH 8756 w/ a grade of C- or better or STAT 3800 or STAT 8005 w/ a C- or better or another introductory probability/statistics course w/ a C- or better, & CSCI 1620 or equivalent with a grade of C- or better, or permission of instructor.

Mathematics, MS

...STAT 4430 , or STAT 4440 may not take MATH 8316 , STAT 8436 , or STAT 8446...

Mathematics, MA

...8756 , MATH 8156 , STAT 8416 , STAT 8426 , STAT 8436 , or STAT 8446 at the graduate...