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Oct 08, 2024
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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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