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| STAT 46600 - Time Series |
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Associated Term:
Spring 2024
Learning Outcomes: 1. Define time series data in an appropriate statistical framework. 2. Summarize and carry out exploratory and descriptive analysis of time series data. 3. Model univariate time series data with Autoregressive and Moving Average Models. 4. Demonstrate a working knowledge of sampling techniques. 5. Model identification, model estimation, and assessment of the suitability of the model. 6. Use a model for forecasting and determining prediction intervals. 7. Use relationships between time series variables cross correlation and regression models. 8. Analyze the frequency domain - Periodograms, Spectral density, identifying the important periodic components of a series. 9. Explore some volatility models. Required Materials: Technical Requirements: |
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