Sep 29, 2020  
2018-2019 Undergraduate Catalog 
2018-2019 Undergraduate Catalog [ARCHIVED CATALOG]

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MATH 414 - Time Series Analysis

Model building, parameter estimation, diagnostic checking of time series data; ARIMA models and forecasting. Analysis of seasonal models.

Prerequisites: MATH 410A and either MATH 411A or MATH 314, with grades of C or higher.

Credits: (3)

Learner Outcomes:
Upon successful completion of this course, the student will be able to:

  • Estimate ARMA and ARIMA models for time series data.
  • Evaluate the fit of time series models, and choose appropriate models for a given data set.
  • Assess time series data for trends and seasonality, and estimate models including these terms.
  • Evaluate properties of a time series model given in mathematical form, including checking stationarity and computing the autocorrelation function of a given model.
  • Communicate statistical information professionally in writing.
Learner Outcomes Approval Date:

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