STAT 658 - Time Series Analysis and Forecasting

Institution:

George Mason University

Subject:

Description:

Credits: 3 Cross-Listed with CSI 678 Modeling stationary and nonstationary processes, autoregressive, moving average and mixed model processes, autocovariance functions, autocorrelation functions, partial autocorrelation functions, spectral density functions, identification of models, estimation of model parameters, and forecasting techniques. Prerequisites STAT 544 or equivalent. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0 When Offered AF

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.gmu.edu

Phone Number:

(703) 993-1000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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