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  • PSTATW 274

    • Time Series . PSTATW 274

    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.

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    Prerequisites: PSTAT 120A-B.

    4

    Units

    Optional

    Grading

    1, 2, 3

    Passtime

    Graduate students only

    Level Limit

    Letters and science

    College
    Instructors
    FELDMAN R
    No info found
    Lecture
    BUCHN1930
    M W F
    17:00 PM - 17:50 PM
    0 / 20
    Sections
    T B A
    0 / 5
    T B A
    0 / 5
    T B A
    0 / 5
    T B A
    0 / 5
    Enrollment Trends
    Past Enrollment Trends (2)
    Winter 2025 . Feldman R
    ON ASYNC
    Spring 2025 . Feldman R
    ON ASYNC
    Grading Trends (1)
    PSTATW 274 Feldman R Fall 2023 Total: 17
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