Aug 08, 2022  
2014-2015 University Catalog 
    
2014-2015 University Catalog [ARCHIVED CATALOG]

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.