STAT 457

Time Series Analysis

Units: 1.5

Hours: 3-0-0

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 STAT 454 require permission of the department.

Prerequisites:

  • For students with declared Major in Combined Financial Mathematics and Economics:
  • STAT 350 and ECON 366.
  • For students without declared Major in Combined Financial Mathematics and Economics:
  • STAT 350 and STAT 353.

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

Schedules:
Summer 2018 Fall 2018 Spring 2019

Summer timetable available: February 15. Fall and Spring timetables available: May 15.

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