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.

Exclusion
Distribution Requirements
Science
Breadth Requirements
The Physical and Mathematical Universes (5)
Mode of Delivery
In Class