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.

Summer 2019 Fall 2019 Spring 2020

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

Before these dates the class schedule will show "No classes were found that meet your search criteria". If this message is shown after these dates, the course is not scheduled for the selected term.