STAT 4440 TIME SERIES ANALYSIS (3 credits)
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 8446)
Prerequisite(s): MATH 4750 or MATH 8756 w/ a grade of C- or better or STAT 3800 or STAT 8805 w/ a C- or better or another introductory probability/statistics course w/ a C- or better, or permission of instructor.