University of Calgary

STAT 505 - Time Series Analysis - Winter 2010

Trend fitting, auto-regressive schemes, moving average models, periodograms, second-order stationary processes, ARCH models, statistical software for time series. Additional topics may include Bayesian analysis, spectral theory, Kalman filtering.
This course may not be repeated for credit.

Hours

  • H(3-1T)

Prerequisite(s)

  • Statistics 429 or consent of the Division
Syllabus

Sections

  • LEC 1TR 12:30 - 13:45
    BlackboardOutline
    TUT 1W 14:00 - 14:50
    TUT 2R 15:00 - 15:50
This course will be offered next in Winter 2011.
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