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Nov 25, 2024
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MATH155 PO - Time SeriesWhen Offered: Offered alternate years; next offered spring 2016.
Instructor(s): G. Chandler, J. Hardin
Credit: 1
An introduction to the analysis of time series data. Topics include both the time and frequency/spectral domain. Stationary models (ARMA) as well as popular non-stationary models such as ARCH and GARCH are studied. Emphasis on both theory and applications. Statistical software will be utilized. Prerequisites: MATH 031 PO or MATH 032 PO ; and MATH 058 PO . Previously offered as MATH159TSPO.
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