May 13, 2024  
2023-2024 University of Wyoming Catalog 
    
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2023-2024 University of Wyoming Catalog [ARCHIVED CATALOG]

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STAT 5615 - Time Series Analysis II

Credits: 3
A treatment of theory and application of ARIMA modeling of times series. Frequency domain analysis is also introduced. Additional topics will be selected from intervention analysis, transfer function (ARMAX) models, outlier analysis, vector ARIMA models, ARCH, GARCH, and state-space models, according to the interests and abilities of the class.


Prerequisite: STAT 4015 /STAT 5015 , STAT 4115  and STAT 4265 /STAT 5265 .


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