PSTAT 174 - Time Series

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.

PSTAT 174

80 / 80 Full

Time Series

Tomoyuki Ichiba 3.8

T R

11:00 AM - 12:15 PM

48.0% A