STAT 554

Time Series Analysis

Units: 1.5

Stationary time series; non-stationary time series; transformation; smoothing techniques; autoregressive moving average models; integrated models for non-stationary data; multiplicative seasonal ARIMA models; spectral analysis; linear filters.

Graduate course in the Statistics program offered by the Faculty of Graduate Studies.

Fall 2017 Spring 2018 Summer 2018

Note that not all courses are offered in every term. If a course is not offered, the schedule page will alert you that "No classes were found that meet your search criteria."