MTH 421 - Time Series Analysis

(4 credits)

Prerequisite(s): MTH 347 with a grade of “C” or better or permission of instructor. 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, ARMA (Autoregressive Moving Average) models, and ARIMA (Autoregressive Integrated 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.

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