STAT 4630 - Applied Time- Series Analysis

Institution:

Auburn University

Subject:

Description:

LEC. 3. Pr., STAT 3610 or STAT 3010. STAT 2510 may be used with consent of instructor. ARIMA models: the auto regressive process, the moving average process, and the ARMA process; forecasting, forecasting errors and confidence intervals, updating forecast models; estimation; model building and assessment; applications in econometrics.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.auburn.edu

Phone Number:

(334) 844-4000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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