STAT 5140 - Time Series Analysis

Credit Hours 3
Prerequisite: STAT 5120  or permission of instructor;

 
Description: This course covers methods for analyzing data collected over time.  Topics include autoregressive-moving average models (MA, ARMA, ARIMA), exponential smoothing, model identification, estimation, diagnostic checking, forecasting.  Appropriate statistical software (such as R or SAS) used throughout.