MATH155 PO - Time Series

When Offered: Offered by a Claremont Colleges Math Department on a rotating basis; last offered Spring 2024
Instructor(s): A. Castillo; 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.

Satisfies the following General Education Requirement(s), subject to conditions explained in the Degree Requirements section of this Catalog:
Area 5