STA457H1: Time Series Analysis

Hours

36L

An overview of methods and problems in the analysis of time series data. Topics include: descriptive methods, filtering and smoothing time series, theory of stationary processes, identification and estimation of time series models, forecasting, seasonal adjustment, spectral estimation, bivariate time series models.

Prerequisite
STA302H1/STAC67H3/STA302H5; MAT235Y1/MAT237Y1/MAT257Y1/(MATB41H3, MATB42H3)/(MAT232H5, MAT236H5)/(MAT233H5, MAT236H5)
Exclusion
STAD57H3, STA457H5
Distribution Requirements
Science
Breadth Requirements
The Physical and Mathematical Universes (5)