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.