Time Series Modeling (354-0-20)

Instructors

Beth Andrews
847.467.4533
2006 Sheridan Road/Room 303/Dept of Statistics

Meeting Info

2122 Sheridan Rd Classroom 250: 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

STAT 320-1 and STAT 350-0

Class Materials (Required)

Will be provided by the instructor.

Class Attributes

Formal Studies Distro Area