STA 6330 - Time Series II

(4 credits)

Multivariate autoregressive moving average time series. Model building and forecasting. Multivariate special analysis. Canonical analysis and principal components for multivariate time series. Other special topics in time series.Prerequisite: STA 5330.

Prerequisite(s): Student must meet prerequisite (STA 530).

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