Statistics (STAT) Courses>Time Series Analysis

STAT457 - Time Series Analysis

Description

Stationary time series; Box-Jenkins methodology; autoregressive, moving-average and ARIMA models; smoothing; time series regression; spectral analysis and linear filters.

Units

1.5

Hours: lecture-lab-tutorial

3-0-0

Note(s)

  • Students with credit for STAT 454 require permission of the department.

Prerequisites

  • Complete 1 of the following
      For students with declared Major in Combined Financial Mathematics and Economics
    • Complete all of:
      • ECON366 - Econometrics: Part II (1.5)
      • STAT350 - Mathematical Statistics I (1.5)
      • For students without declared Major in Combined Financial Mathematics and Economics
    • Complete all of:
      • STAT350 - Mathematical Statistics I (1.5)
      • STAT353 - Applied Regression Analysis (1.5)

Course offered by

Department of Mathematics and Statistics

Course schedules

Summer timetable available: February 15. Fall and Spring timetables available: May 15.

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