STA 4330 - Time Series I

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Introduction to and characteristics of autoregressive moving average models; autocorrelation functions, modeling, estimation and forecasting; deterministic and stochastic trends and seasonality; forecasting from regression, spectral analysis, multivariate models, GARCH models, applications to actuarial, financial, economic, and other data sets.
Prerequisite(s): (STA 427 or STA 4227), and (STA 402 or STA 4002) or (ECN 405 or ECN 4050), each with a grade of 2.0 or higher.