Sep 29, 2020
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.
Upon successful completion of this course, the student will be able to:
Learner Outcomes Approval Date:
- 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.
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