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Apr 17, 2026
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2026-2027 Undergraduate Bulletin [DRAFT]
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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.
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