Time Series and Forecasting

Course description: Trend and seasonality, autocorrelation, stationarity, stochastic models, exponential smoothing, Holt-Winters methods, Box-Jenkins approach, frequency domain analysis. [3-0-1] Prerequisite: One of MATH 302, MATH 318, STAT 302 and one of STAT 200, STAT 241, STAT 251, STAT 300, BIOL 300, COMM 291, ECON 325, ECON 327, FRST 231, POLI 380, PSYC 218, PSYC 278, PSYC 366. Corequisite: STAT 305.