STAT 131 - Time Series Analysis and Forecasting

Institution:

Harvard University

Subject:

Description:

An introduction to time series models and associated methods of data analysis and inference. Auto regressive (AR), moving average (MA), ARMA, and ARIMA processes, stationary and non-stationary processes, seasonal processes, auto-correlation and partial auto-correlation functions, identification of models, estimation of parameters, diagnostic checking of fitted models, forecasting, spectral analysis, and transfer function models.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.harvard.edu

Phone Number:

(617) 495-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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