STATS 531 - Analysis of Time Series
Section: 001
Term: WN 2008
Subject: Statistics (STATS)
Department: LSA Statistics
Credits:
3
Requirements & Distribution:
BS
Waitlist Capacity:
15
Advisory Prerequisites:
STATS 426.
Other Course Info:
W.
BS:
This course counts toward the 60 credits of math/science required for a Bachelor of Science degree.
Repeatability:
May not be repeated for credit.
Primary Instructor:

This course gives an introduction to time series analysis using time domain methods (ARIMA models, state space models) and frequency domain methods (spectral analysis). The goal is to acquire the theoretical and computational skills required to investigate data collected as a time series.

Grading: There will be weekly homeworks (30%, due Wednesdays), a five-page midterm project analyzing a univariate time series of your choice (15%, due 2/18), a midterm exam (25%, in class on 3/3) and a ten-page final project investigating the relationship between two or more time series of your choice (30%).

Textbook: R. Shumway and D. Stoffer “Time Series Analysis and its Applications”

STATS 531 - Analysis of Time Series
Schedule Listing
001 (LEC)
P
25119
Open
18
 
-
TuTh 11:30AM - 1:00PM
Note: Class is currently full please use the waitlist. For questions contact statstudentservices@umich.edu
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