Introduction to Time Series *

Course Number: 
349
Credits: 
3
Frequency: 
Spring
Course Description: 
Autocorrelation; stationarity and non-stationarity; heteroscedasticity; dynamic models; auto-regressive and moving average models; identification and fitting; forecasting; seasonal adjustment; applications for financial time series, social sciences and environmental studies.
Course Prerequisites: 
Stat 333
Course Audience: 
Students majoring in math or statistics or those wishing to take additional statistics courses.