STAT 457

Time Series Analysis

Units: 1.5, Hours: 3-0

Stationary time series; Box-Jenkins methodology; autoregressive, moving-average and ARIMA models; smoothing; time series regression; spectral analysis and linear filters.

Note: Students with credit for 454 require permission of the department.

Prerequisites: 350 and 353; or 350 and ECON 366 and a declared program in the Financial Mathematics and Economics program.

Undergraduate course in Statistics offered by the Department of Mathematics and Statistics in the Faculty of Science.