Dec 26, 2024  
2021/2022 University Catalog 
    
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2021/2022 University Catalog [ARCHIVED CATALOG]

STAT 673 - Time Series Analysis

Units: 3

Prerequisite(s): STAT 551B  or STAT 670B .

Box-Jenkins (ARIMA) methodology for analysis of time series data with statistical software applications. Autocorrection functions, stationary and nonstationary time series, autoregressive and moving average processes, seasonality. Methods for model-based estimation, diagnostics, and forecasting.