Time Series Modeling (354-0-20)

Instructors

Margaret Elizabeth Andrews
847.467.4533
2006 Sheridan Road/Room 303/Dept of Statistics

Meeting Info

Annenberg Hall G21: Mon, Wed, Fri 10:00AM - 10:50AM

Overview of class

An introduction to the methods of modern time series analysis. The main focus will be modeling and forecasting time series using linear ARMA models. Nonlinear models, which are popular for financial time series, will also be discussed.

Registration Requirements

Statistics 320-1 and Statistics 350

Class Materials (Required)

Time Series Analysis and Its Applications: With R Examples, by Robert Shumway and David Stoffer, 4th edition

Ebook available from the University library

Class Attributes

Formal Studies Distro Area