PSTAT174
Download as PDF
PSTAT 174 - Time Series
Statistics & Applied Probability
College of Letters and Science
Full Course Title
Time Series
Instructor Name(s)
Staff
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
0
Maximum Units
4
Prerequisites
Repeat Comments
PSTATW 174 is the online version of PSTAT 174