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Fall 2022
Dec 02, 2022
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STAT 42000 - Introduction To Time Series
Credit Hours: 3.00. An introduction to time series analysis suitable for actuarial science, engineering, and sciences. Model building and forecasting with ARMA and ARIMA models. Resampling methods for confidence intervals. Multivariate, state-space, and nonlinear models. Volatility models (ARCH and GARCH). Smoothing in time series.
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.


Prerequisites:
(Undergraduate level STAT 35000 Minimum Grade of C- or Undergraduate level STAT 35500 Minimum Grade of C- or Undergraduate level STAT 51100 Minimum Grade of C-) and (Undergraduate level MA 41600 Minimum Grade of C- or Undergraduate level STAT 41600 Minimum Grade of C- or Undergraduate level STAT 51600 Minimum Grade of C-)

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Release: 8.7.2.4