Jul 14, 2020  
2013-2014 Academic Catalog 
2013-2014 Academic Catalog [Archived Catalog]

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MACT 428/4232 - Analysis of Time Series Data (3 cr.)


This course is a continuation of   . It deals with the problems of modelling and forecasting time series data. Computer program packages are used as an aid for obtaining solutions. Topics include serial correlation, seasonal adjustments, exponential smoothing and extrapolation, state space models, moving average, autoregressive, ARMA and ARIMA models, and nonlinear time series, including ARCH models and chaos. Emphasis on model building, diagnostic checking, and model selection.

When Offered
Offered once a year.

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