STATISTICS 181 - Applied Time Series Analysis

Institution:

George Washington University

Subject:

Description:

Stroud Autoregressive integrated moving average (ARIMA) modeling and forecasting of univariate time series. Estimation of spectral density functions, white noise tests, and tests for periodicities. Theory and applications using SAS. Prerequisite: Math 33, Stat 157-58 or 118. (Spring)

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.gwu.edu

Phone Number:

(202) 994-1000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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