STAT 416 - Statistical Analysis of Time Series

Institution:

California Polytechnic State University-San Luis Obispo

Subject:

Description:

Time series components, descriptive smoothing methods, regression models for time series data, forecasting via exponential smoothing, evaluation of forecasts, autocorrelation, ARIMA models and Box-Jenkins methods, combining forecasts, frequency domain analysis, filtering. 4 lectures. Prerequisite: STAT 252 or STAT 301 or STAT 312 or STAT 322.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.calpoly.edu

Phone Number:

(805) 756-1111

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Quarter

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