STA 5330 - Time Series I

(4 credits)

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. Required background includes courses in mathematical statistics and linear models. STA 5330 is cross-listed with an undergraduate course. Students cannot receive credit for both STA 5330 and STA 4330. Prerequisite: STA 5114

Prerequisite(s): Student must meet prerequisite (STA 514) or have permission of instructor.

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