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.