STAT 414 - Statistical Time Series Analysis

Institution:

Missouri University of Science and Technology

Subject:

Statistics

Description:

A formal introduction to the fundamentals of statistical modeling and analysis of discrete time series. Topics include autoregressive and moving average processes, ARMA models, second order stationarity, vector processes, autocorrelation function, Fourier representation, estimationa nd prediction of time series. Prerequisites: Stat 343 and Math 203 or 208.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.mst.edu/

Phone Number:

(573) 341-4111

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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