STAT 625 - Time Series Analysis

Credit(s): 3
Lecture Hours: 3
Lab Hours: 3
When Offered: Spring - Even

Introduction to time series analysis. Autoregressive, moving average, ARMA, ARIMA models. Identification, estimation, validation, forecasting, confidence intervals.

Prerequisite(s): STAT 365 or departmental approval.
Crosslisted With: STAT 425