Statistics & Applied Probability - PSTAT

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
0 / 120 Enrolled
Time Series
Amos Natido 4.3
T R
08:00 AM - 09:15 AM
70.0% A
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