DSES 6100 - Time Series Analysis

Study of time series data for both description and prediction. Main emphasis on the classical Box-Jenkins approach to model identification, estimation, and diagnosis. Includes an introduction to spectral analysis. Applications to real data series, including forecasting problems and empirical comparison of alternative approaches. Use of computer packages for time series analysis.

Prerequisites/Corequisites: Prerequisite: DSES 4760 (MATP 4620) or equivalent.

When Offered: Spring term odd-numbered years.

Credit Hours: 3