Time Series Analysis and Forecasting

3 credits

This course aims to introduce various statistical models for time series and cover the main methods for analysis and forecasting. Topics include: Deterministic time series: Trends and Seasonality; Random walk models; Stationary time series: White noise processes, Autoregressive (AR), Moving Average (MA), Autoregressive Moving Average (ARMA) models; Estimation, Diagnosis and Forecasting with various time series models; computer programming for Time Series Analysis. ***Prerequisite: STAT 354*** *Note: Students may receive credit for only one of ACSC 418 or STAT 418*