Sep 22, 2021  
2018-2019 Cal State East Bay Catalog 
    
2018-2019 Cal State East Bay Catalog [ARCHIVED CATALOG]

Add to Folder (opens a new window)

STAT 674 - Time Series


Units: 2
Analysis of correlated data in time, trends, seasonal patterns, periodicity, autocorrelation, spectral analysis, filtering, time domain versus spectral domain.  Decomposition, auto-regression, ARIMA, state-space models, forecasting.  Applications using to collect data in economics, engineering, seismology. Report writing.  Use of statistical software.

Prerequisites: STAT 632.
Equivalent Quarter Course: STAT 6555.
Possible Instructional Methods: Entirely On-ground.
Grading: A-F grading only.



Add to Folder (opens a new window)