STA 530 - Time Series I

(4 credits)

Introduction to and characteristics of autoregressive moving average models; autocorrelation functions, modeling, estimation and forecasting; deterministic and stochastic trends and seasonality; multiple time series, miscellaneous topics.

Prerequisite(s): Student must meet prerequisite (STA 514) or have permission of instructor.

Course updates made after the Graduate Catalog publication date will be posted in the Addendum to the Graduate Catalog.