Schedule and Textbooks Information

Spring 2022 Schedule and Textbook Information for STAT 420

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STAT 420 - Textbook(s) for Spring 2022

CRN	Title	Author	ISBN	Version	Req/Opt
27851	Time Series Analysis and Its Applications With R Examples	Shumway, Robert H.; David S. Stoffer	9783319524528	4th	Y
42903	Time Series Analysis and Its Applications With R Examples	Shumway, Robert H.; David S. Stoffer	9783319524528	4th	Y

STAT 420 - Schedule information for Spring 2022

CRN	Section	Instructor	Day	Time	Room
42903	002	Vinayak Rao	TR	09:00-10:15am	HAMP 1252
27851	001	Vinayak Rao	TR	10:30-11:45am	HAMP 1252

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