Dec 07, 2025  
2020-2021 University Catalog 
    
2020-2021 University Catalog [ARCHIVED CATALOG]

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STAT 42000 - Introduction To Time Series


Credit Hours: 3.00. An introduction to time series analysis suitable for actuarial science, engineering, and sciences. Model building and forecasting with ARMA and ARIMA models. Resampling methods for confidence intervals. Multivariate, state-space, and nonlinear models. Volatility models (ARCH and GARCH). Smoothing in time series. Typically offered Fall Spring.Credits: 3.00



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