Time Series Data Analysis

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1500

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Graduate Standing or Permission of InstructorMethods for analyzing data collected over time; review of multiple regression analysis. Elementary forecasting methods: moving averages and exponential smoothing. Autoregressive-moving average (Box-Jenkins) models: identification, estimation, diagnostic checking, and forecasting. Transfer function models and intervention analysis. Introduction to multivariate time series methods. (Typically Offered: Spring)→STAT 5215→unlocks 0 courses

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