STATS 4A03/6A03, Winter, 2018
Stationary, auto-regressive and moving-average series, Box-Jenkins methods, trend and seasonal effects, tests for white noise, estimation and forecasting methods, introduction to time series in the frequency domain.
Three lectures; one term
Prerequisite(s): STATS 3A03, STATS 3D03
PLEASE REFER TO MOSAIC FOR THE MOST UP-TO-DATE INFORMATION ON TIMES AND ROOMS
INSTRUCTOR: R. Viveros