STAT 555 - Time Series & More Longitudinal Data Analysis

Institution:

University of Southern California

Subject:

Description:

Analyses of time series models. Covers stationary and nonstationary models--including ARMA and ARIMA, autocovariance and auto-correlation functions. Statistical tests for white noise. Introduces forecasting, including: use of regression in forecasting; removal and estimation of trend and seasonality; exponential smoothing; stochastic time series models . Prerequisite: STAT 522; or equivalent.

Credits:

2.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.usc.edu/

Phone Number:

(213) 740-2311

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Semester

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