STAT 5615 - Time Series Analysis II

Institution:

University of Wyoming

Subject:

STAT

Description:

A treatment of theory and application of ARIMA modeling of times series. Frequency domain analysis is also introduced. Additional topics will be selected from intervention analysis, transfer function (ARMAX) models, outlier analysis, vector ARIMA models, ARCH, GARCH, and state-space models, according to the interests and abilities of the class. Prerequisites: STAT 4010/5010, 4110 and 4260/5260.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.uwyo.edu

Phone Number:

(307) 766-1121

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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