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1A3B7900 1A3B8362 1A3B8052
undergrad
 MATH
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MATH

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411

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Analysis of Time Series Data

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.
 

3 cr.

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