STAT 4307 - Time Series

Credits: 3 Class: 3 Lab: 0
Prerequisite(s): A grade of C or better in MATH 3302 or STAT 3309.
Topics include a study of auto-correlation and part I a l auto-correlation functions, multiplicative decomposition of a time series, construction and evolution of auto-regressive models, exponential smoothing procedures, classical regression analysis and Box- Jenkins methodology. Interpretation and computer analysis, using SAS or another appropriate package are emphasized. This course may be used to fulfill the writing application course requirement with additional prerequisites including STAT 4294 and departmental approval.