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Schedule and Textbooks Information

Fall 2023 Schedule and Textbook Information for STAT 420


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STAT 420 - Texbook(s) for Fall 2023

ALLTime Series Analysis with Applications in RJonathan D. Cryer, Kung-Sik Chan97803877595862ndY

STAT 420 - Schedule information for Fall 2023

58423001Raghu PasupathyTR4:30-5:45pmUNIV 303
18540002Raghu PasupathyTR3:00-4:15pmUNIV 303

STAT 420 - Course Outline

  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

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