Time Series Analysis
Introduction to statistical time series analysis. Includes autoregressive integrated moving average (ARIMA) and more general models, forecasting, spectral analysis, time domain regression, model identification, estimation of parameters, and diagnostic checking. Statistics and Data Sciences 384 (Topic 8) and Statistics and Scientific Computation 384 (Topic 8) may not both be counted.
Prerequisites & course information
Introduction to statistical time series analysis. Includes autoregressive integrated moving average (ARIMA) and more general models, forecasting, spectral analysis, time domain regression, model identification, estimation of parameters, and diagnostic checking. Statistics and Data Sciences 384 (Topic 8) and Statistics and Scientific Computation 384 (Topic 8) may not both be counted.
Sources
- Course catalogue ↗2026-2027