MATH 4506 Time Series
(Prior to Fall 2010, this course was known as MATH 53.
The information below might still reflect the old course numbers. Bracketed numbers, if any, are the old course numbers. Learn more...)
4 hours; 4 credits
The basics of time series analysis. Graphical displays, autocorrelation and cross-correlation functions, correlograms. Auto-regressive models, moving average models, integrated models, ARIMA models. Exponential smoothing, Box-Jenkins method. Fourier analysis, periodogram analysis.
Prerequisite: Mathematics 4501 .
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