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Schedule and Textbooks Information


Spring 2021 Schedule and Textbook Information for STAT 420

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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 - Textbook(s) for Spring 2021

Textbook information is not available at this time.

STAT 420 - Schedule information for Spring 2021

CRNSectionInstructorDayTimeRoom
26820OL1Raghu Pasupathy0:0-0:0amASYNC ONLINE
42903002Raghu PasupathyTR09:00-10:15amSYNC ONLINE
27851001Raghu PasupathyTR10:30-11:45amSYNC ONLINE

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

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