DSES-6100

Time Series Analysis

Study of time series data for both description and prediction. Main emphasis on the classical Box-Jenkins approach to model identification, estimation, and diagnosis. Includes an introduction to spectral analysis. Applications to real data series, including forecasting problems and empirical comparison of alternative approaches. Use of computer packages for time series analysis. Prerequisite: DSES-4760 (MATP-4620) or equivalent. Spring term odd-numbered years.

3 credit hours