STT 4840 - Introduction to Time Series Analysis (3)

When Offered: Spring
Introduction to time series models applied to problems in economics, business and the social sciences. Topics include trend and seasonal regression models, seasonal and non-seasonal ARIMA models, model assumptions diagnostics, model evaluation and monitoring, smoothing techniques, dealing with non-stationarity, and ARCH and GARCH models. Theoretical results will be explored with a modern statistical programming language.
Prerequisites: STT 4830 or permission of the instructor.