Schedule and Textbooks Information


Fall 2017 Schedule and Textbook Information for STAT 420

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STAT 420 - Texbook(s) for Fall 2017

CRN Title Author ISBN Version Req/Opt
58423The Analysis of Time Series: An Introduction, Seventh Edition (Chapman & Hall/CRC Texts in Statistical Science)Chris Chatfield97815848831736Y
63522The Analysis of Time Series: An Introduction, Seventh Edition (Chapman & Hall/CRC Texts in Statistical Science)Chris Chatfield97815848831736Y


STAT 420 - Schedule information for Fall 2017

CRN Section Instructor Day Time Room
58423001Sarah SellkeMWF2:30-3:20pmREC 113
63522002Sarah SellkeMWF3:30-4:20pmREC 113

STAT 420 - Course Outline

Topics
  1. Introduction. Examples of Time Series. Deterministic, Stochastic, and Chaotic Processes. Stationary Processes.
  2. Linear Time Series Models. Autoregressive (AR), Moving Average (MA), ARMA Models.
  3. Estimation, Data Analysis, and Forecasting with ARMA Models.
  4. Resampling Methods for Confidence Intervals.
  5. Nonstationary and Seasonal Time series. Modeling and Forecasting with ARIMA Models.
  6. Multivariate Time Series Modeling. State-Space Models and the Kalman Filter.
  7. Nonlinear Time Series Models. ARCH and CARCH Models.
  8. Spectral Analysis.
  9. Smoothing in Time Series
Last Updated: Oct 10, 2017 11:37 AM

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