Schedule and Textbooks Information


Spring 2018 Schedule and Textbook Information for STAT 420

DISCLAIMER:

We believe the information about textbooks to be accurate, but the Purdue University Bookstores are the official source of information on textbooks. Please check with them for verification before purchasing texts for a specific academic semester or session.

STAT 420 - Texbook(s) for Spring 2018

CRN Title Author ISBN Version Req/Opt
27851Introduction to Time Series Analysis and Forecasting (Wiley Series in Probability and Statistics)Douglas C. Montgomery97811187451132Y
27851Student Solutions Manual to Accompany Introduction to Time Series Analysis and ForecastingDouglas C. Montgomery97804704357481N
42903Introduction to Time Series Analysis and Forecasting (Wiley Series in Probability and Statistics)Douglas C. Montgomery97811187451132Y
42903Student Solutions Manual to Accompany Introduction to Time Series Analysis and ForecastingDouglas C. Montgomery97804704357481N


STAT 420 - Schedule information for Spring 2018

CRN Section Instructor Day Time Room
42903002Michael LevineTR3:00-4:15pmREC 113
27851001Michael LevineTR12:00-1:15pmHAMP 2117

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

Purdue Department of Statistics, 250 N. University St, West Lafayette, IN 47907

Phone: (765) 494-6030, Fax: (765) 494-0558

© 2015 Purdue University | An equal access/equal opportunity university | Copyright Complaints

Trouble with this page? Disability-related accessibility issue? Please contact the College of Science Webmaster.