STAT 52000 - Time Series And Applications

An introductory course in stationary time series with applications. Topics include stationarity, autocovariance function, ARIMA (Autoregressive Integrated Moving Average) models, and basic spectral analysis (periodograms and their estimation, tapering, linear filtering). Extensive use of R is incorporated for building time series models and estimating the time series spectrum.

Preparation for Course
P: STAT 51200 with grade of C- or better. Departmental approval required.

Cr. 3.