STA 626 - Time Series Analysis

Institution:

University of Kentucky

Subject:

Description:

Time series and stochastic processes, auto-correlation functions and spectral properties of stationary processes; linear models for stationary processes, moving average, auto-regressive and mixed autoregressive-moving average processes; linear nonstationary models, minimum mean square error forecasts and their properties; model identification, estimation and diagnostic checking. Prereq: STA 422G or equivalent. (Same as ECO 626.)

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.uky.edu

Phone Number:

(859) 257-9000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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