STAT 7434 - Appl Time Series Analysis

Institution:

Georgia Southern University

Subject:

STAT Statistics

Description:

Basic ideas of stochastic model building techniques with applications are discussed. Properties of the autocorrelation function and the spectrum of stationary processes are investigated. Models studied include the linear stationary ARMA and linear nonstationary ARIMA models along with forecasting models.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.georgiasouthern.edu

Phone Number:

(912) 478-5391

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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