STAT A607 — Advanced Time Series Analysis 3 Credits
Decomposition of time series, seasonal adjustment methods and index numbers. Forecasting models including causal models, trend models and smoothing models. Autoregressive (AR) forecasting models, moving average (MA) forecasting models and integrated (ARIMA) forecasting models. A major statistical package is used as a tool to aid calculations required for many of the techniques. Special Note: Not available for credit to students who have completed STAT A407 . Students will be required to design a research project, analyze its data and write a professional-quality term paper. Registration Restrictions: Graduate standing or instructor approval May Be Stacked With: STAT A407