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May 20, 2024
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2016-2018 Undergraduate and Graduate Bulletin (without addenda) [ARCHIVED CATALOG]
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MA-UY 4133 Time Series3 Credits
This course examines properties of time series, regression methods, linear processes, moving average processes, autoregressive processes, ARIMA models, autocorrelation, nonstationarity, parameter estimation, forecasting, regression models, ARCH, GARCH models, applications.
Prerequisite(s): MA-UY 2222 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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