STA 5362 - Time Series Analysis

Institution:

Baylor University

Subject:

Description:

Statistical methods of analyzing time series. Topics include autocorrelation function and spectrum, stationary and non stationary time series, linear filtering, trend elimination, forecasting, general models and auto regressive integrated moving average models with applications in economics and engineering.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.baylor.edu

Phone Number:

(254) 710-1011

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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