Modeling and Analysis of Time Series Data

Graduate credit

Introduction to time series analysis using time-domain and frequency-domain methods including: autoregressive moving average (ARMA) models, regression with ARMA errors, estimation of the spectral density, state-space model techniques for fitting structured dynamic models to time series data. Examples will be drawn from ecology, economics, epidemiology, finance and elsewhere. Students taking the course as STATS 631 will have additional assignments leading to a more advanced understanding of the topics.