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Prerequisite: MATH 306, MATH 307. Offered once a year.
This course is a continuation of MATH 307. It deals with the problems of modelling and forecasting time series data. Computer program packages are used as an aid for obtaining solutions. Topics include serial correlation, seasonal adjustments, exponential smoothing and extrapolation, state space models, moving average, autoregressive, ARMA and ARIMA models, and nonlinear time series, including ARCH models and chaos. Emphasis on model building, diagnostic checking, and model selection.
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