Feedback

Note: This is the 20142015 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

MATH 545 Introduction to Time Series Analysis (4 credits)

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Stationary processes; estimation and forecasting of ARMA models; non-stationary and seasonal models; state-space models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.

Terms: This course is not scheduled for the 2014-2015 academic year.

Instructors: There are no professors associated with this course for the 2014-2015 academic year.

  • Prerequisite: MATH 324 or MATH 357 or equivalent