PSTATW274
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PSTATW 274 - Time Series
Full Course Title
Time Series
Instructor Name(s)
Feldman
Course Description
Stationary and non-stationary models, seasonal time series, ARMA models: calculation of ACF, PACF, mean and ACF estimation. Barlett's formula, model estimation: Yule-Walker estimates, ML method. Identification techniques, diagnostic checking, forecasting, spectral analysis, the periodogram. Current software and applications.
Unit Value
4
Maximum number of times course can be repeated for additional credit
99
Maximum Units
99
Prerequisites
Repeat Comments
PSTAT W 274 is the online version of PSTAT 274