University of Calgary

STAT 505 - Time Series Analysis - Winter 2012

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

This course will be offered next in Winter 2013.
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