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.

Learning Outcomes
1. Manage time series data; extract subset of time series data. 2. Visualize time series data. 3. Understand trend and correlation. 4. Model time series data. 5. Forecast of time series data.

Credits: 3.00

Communication

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STAT 42000 - Introduction To Time Series

Communication ﻿﻿

Campus ﻿﻿

Services ﻿﻿

Other ﻿﻿

STAT 42000 - Introduction To Time Series

Communication

Campus

Services

Other