MA 4133 Time Series

3 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 2222 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0