The University of Texas Rio Grande Valley

STAT 6380 Time Series Analysis

This course is an introduction to statistical time series analysis. Topics include ARIMA and other time series models, forecasting, spectral analysis, time-domain regression, model identification, estimation of parameters, and diagnostic checking.

Credits

3

Prerequisite

Grade of C or better in STAT 6379.

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Administrative Unit

School of Mathematical & Stat

Offered

As scheduled