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Dec 26, 2024
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MACT 428/4232 - Analysis of Time Series Data (3 cr.)
Prerequisites
or
Description
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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