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  • PSTATW 174

    • Time Series . PSTATW 174

    Stationary and non-stationary models, seasonal time series, ARMA models: calculation of ACF, PACF, mean and ACF estimation. Barlett's formula, model estimation: Yule-Walker estimates, ML method. identification techniques, diagnostic checking forecasting, spectral analysis, the periodogram. Current software and applications.

    Prerequisites: PSTAT 10 and PSTAT 120B both with a minimum grade of C or better.

    4

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    Optional

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    1

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    Level Limit

    Letters and science

    College
    These majors only finms stsds actsc stsap stats
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    T B A
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    Winter 2025 . Feldman R
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    Spring 2025 . Feldman R
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    PSTATW 174 Feldman R Spring 2025 Total: 91
    PSTATW 174 Feldman R Winter 2025 Total: 88
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