STA 421 - Time Series Analysis

[3 credit(s)]

Prerequisite: MTH/STA 347 with a grade of “B” or better or departmental approval. The course will cover techniques of modeling data that are collected sequentially. Topics to be covered include a review of basic ideas of modeling a continuous variable, time series regression, autocorrelation, decomposition methods, exponential smoothing, and ARMA (Autoregressive Moving Average) models. The course will use statistical programming language. Data from a variety of fields will be studied. Counts toward the statistics minor; does not count toward the minor, BA or BS in Mathematics.

Semesters Offered: Every Spring

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