STAT 580 - Time Series

Institution:

California State University-Long Beach

Subject:

Description:

Prerequisites: STAT 381 or consent of instructor. Includes moving averages, smoothing, Box-Jenkins (ARIMA) models, testing for nonstationarity, model fitting and checking, prediction and model selection, seasonal adjustment, ARCH, GARCH, cointegration, state-space models. Statistical packages used throughout the course. Letter grade only (A-F). (Lecture 3 hrs.) Not open for credit to students with credit in MATH 582.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.csulb.edu

Phone Number:

(562) 985-4111

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.