MATH 414 - Time Series Analysis

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

Prerequisites:
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:
2/04/16

Print this Page