STAT 349

INTRODUCTION TO TIME SERIES

3 credits.

Autocorrelation; stationarity and non-stationarity; heteroscedasticity; dynamic models; auto-regressive and moving average models; identification and fitting; forecasting; seasonal adjustment; applications for financial time series, social sciences and environmental studies.

Prerequisites & course information

Requisites: STAT 333 , 340 , graduate/professional standing, or declared in Statistics VISP Course Designation: Core GenEd - Natural Science & Wellness Breadth - Natural Science Level - Advanced L&S Credit - L&S Liberal Arts and Science Repeatable for Credit: No Last Taught: Fall 2026

Sources

Course catalogue ↗2026-2027