STAT 4215: Time Series Data Analysis
(Dual-listed with STAT 5215).
Credits: 3. Contact Hours: Lecture 3.
Prereq: One of (STAT 3201, STAT 3226, STAT 5026, or STAT 5101)
Methods for analyzing data collected over time; review of multiple regression analysis. Elementary forecasting methods: moving averages and exponential smoothing. Autoregressive-moving average (Box-Jenkins) models: identification, estimation, diagnostic checking, and forecasting. Transfer function models and intervention analysis. Introduction to multivariate time series methods.
(Typically Offered: Spring)