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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, modelestimation: Yule-Walker estimates, ML method. identification techniques, diagnostic checking forecasting, spectral analysis, the periodogram. Current software and applications.

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

    4

    Units

    Optional

    Grading

    1, 2

    Passtime

    None

    Level Limit

    Letters and science

    College
    These majors only finms stsds actsc stsap stats
    Instructors
    FELDMAN R
    No info found

    Time location TBD

    Grading Trends (1)
    PSTATW 174 Feldman R Fall 2023 Total: 91
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