STAT 42000 - Introduction To Time Series

Credit Hours: 3.00. An introduction to time series analysis suitable for students of actuarial science, engineering, and the sciences. Model building and forecasting with ARMA and ARIMA models. Basic financial volatility models (ARCH and GARCH). Resampling methods for confidence intervals. Basics of spectral analysis, including spectral density estimation and periodograms. Credits: 3.00