STAT 460-560 - Time Series Analysis

Institution:

South Dakota State University

Subject:

Description:

Statistical methods for analyzing data collected sequentially in time where successive observations are dependent. Includes smoothing techniques, decomposition, trends and seasonal variation, forecasting methods, models for time series: stationarity, autocorrelation, linear filters, ARMA processes, non-stationary processes, model building, forecast errors and confidence intervals. Credits: 3 Prerequisites: P, STAT 281 or STAT 381 or MATH 381.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.sdstate.edu/

Phone Number:

(800) 952-3541

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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