ST 730 - Applied Time Series Analysis

Institution:

North Carolina State University

Subject:

Statistics

Description:

An introduction to use of statistical methods for analyzing and forecasting data observed over time. Trigonometric regression, periodogram/spectral analysis. Smoothing. Autoregressive moving average models. Regression with autocorrelated errors. Linear filters and bivariate spectral analysis. Stress on methods and applications; software implementations described and used in assignments.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ncsu.edu

Phone Number:

(919) 515-2011

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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