Time Series Analysis

Time Series Analysis

Prefix: 
STA
Course Number: 
626

Time series and stochastic processes, auto-correlation functions and spectral properties of stationary processes; linear models for stationary processes, moving average, auto-regressive and mixed autoregressive-moving average processes; linear nonstationary models, minimum mean square error forecasts and their properties; model identification, estimation and diagnostic checking. Prereq: STA 422G or equivalent. Prereq: STA 422G or its equivalent.

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