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STAT 5561
Time Series Analysis
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This course is intended to present the basis knowledge (including models, methods and concepts) of time series analysis to students with a good background in intermediate mathematical statistics. Some elementary knowledge of basic linear regression anlysis would be helpful but not necessary. The presentation will be balanced between theory and data analysis, with sufficient theory to understand the basis of methods and a broad variety of models and many real data examples. Case studies will be drawn from business and economics, network traffic and meteorology, and data will be analyzed by students using existing computer programs (SAS, Minitab and R). Students are also expected to understand proper use and limits of time series models. Prerequisites: STAT 441 or consent of instructor
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Faculty:
College of Arts & Sciences
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Department:
Mathematics & Statistics
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