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STAT 5720: Introduction to Time Series

(Dual-listed with STAT 4720).
Credits: 3. Contact Hours: Lecture 3.

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. Graduation Restriction: Credit for only one of STAT 4510, STAT 4720, or STAT 5720 may be applied to graduation. May not be used for graduate credit in the Statistics MS and PhD degree programs. (Typically Offered: Spring)