STAT 5215: Time Series Data Analysis
(Dual-listed with STAT 4215).
Credits: 3. Contact Hours: Lecture 3.
Prereq: Graduate Standing or Permission of Instructor
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: May not be used for graduate credit in the Statistics MS and PhD degree programs.
(Typically Offered: Spring)