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| STAT 42000 - Introduction To Time Series |
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Credit Hours: 3.00. An introduction to time series analysis suitable for students of actuarial science, engineering, and the sciences. Model building and forecasting with ARMA and ARIMA models. Basic financial volatility models (ARCH and GARCH). Resampling methods for confidence intervals. Basics of spectral analysis, including spectral density estimation and periodograms.
3.000 Credit hours Syllabus Available Levels: Undergraduate, Graduate, Professional Schedule Types: Distance Learning, Lecture Offered By: College of Science Department: Statistics Course Attributes: Upper Division May be offered at any of the following campuses: West Lafayette Learning Outcomes: 1. Manage time series data; extract subset of time series data. 2. Visualize time series data. 3. Understand trend and correlation. 4. Model time series data. 5. Forecast of time series data. |
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