Statistics
| STAT4443 | Time Series Analysis and Applications (A) | 3 ch (3C) |
|---|---|---|
Discrete time series and stochastic processes; autocorrelation and partial correlation functions; white noise; moving averages; autoregressive, mixed and integrated processes; stochastic models, fitting, estimation and diagnostic checkup; forecasting; forecasting in seasonal time series; applications would include problems from Economics, Engineering, Physics. Prerequisite: STAT 3093 . | ||
