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