STA4853: Statistical Techniques for Time Series and Forecasts 3
Prerequisite:  STA 3163 or ECO 3411
Description: This course is an introduction to the analysis of time series data using time-domain techniques. It begins with simple graphical and weighted moving average analyses that yield commonly-used decompositions and forecasts. More complex autoregressive integrated moving average (ARIMA) statistical models will be developed for stationary and non-stationary series, and for regression with time-series errors. These techniques will be applied to examples in a variety of disciplines, ranging from meteorology to economics. This course is recommended for students interested in an actuarial career.