Applied Time Series Analysis STAT 685 (3)

Introduction to linear time series analysis including moving average, autoregressive and ARIMA models, estimation, data analysis, forecasting errors and confidence intervals, conditional and unconditional models, and seasonal models. Prerequisite: STAT 302 or STAT 305 or STAT 350 or STAT 604 or STAT 605 or ECON 333 or permission of instructor. Open only to graduate students in departments other than Statistics and Actuarial Science.