Dec 07, 2022  
2018-2019 Undergraduate Catalog 
    
2018-2019 Undergraduate Catalog [ARCHIVED CATALOG]

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STA 4330 - Time Series I

(4)
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 4227 , and STA 4002  or ECN 4050 , each with a grade of (C) or higher.



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