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Summer 2021
May 08, 2021
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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. Typically offered Fall Spring.
3.000 Credit hours

Levels: Graduate, Professional, Undergraduate
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


Prerequisites:
(Undergraduate level STAT 35000 Minimum Grade of C- or Undergraduate level STAT 51100 Minimum Grade of C-) or (Undergraduate level STAT 35500 Minimum Grade of C- or Undergraduate level CS 35500 Minimum Grade of C- or Undergraduate level STAT 30300 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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