STA 9701
Time Ser: Forecast & Stat Mod · 3 credits · Spring 2027
Requirements
Prerequisite: STA 9708 Corequisite: STA 9700
About this course
Modern methods of modeling and forecasting time series. The principal topic is the Box-Jenkins method of using autoregressive and moving average models, including non-seasonal and seasonal models, transformations to achieve stationarity, model identification by analysis of the sample autocorrelation and partial autocorrelation functions, criteria for model selection, and the use of SAS. Includes an introduction to the use of control charts.
Seat status as of Oct 2, 10:36 AM ET. Seats can change between refreshes.
No sections have been posted for this course in this term yet.