PSTAT 274 - 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 120A-B.

PSTAT 274

7 / 20 Enrolled

Time Series

Tomoyuki Ichiba 3.8

T R

11:00 AM - 12:15 PM

84.6% A