STATS 531 - Modeling and Analysis of Time Series Data
Section: 001
Term: WN 2018
Subject: Statistics (STATS)
Department: LSA Statistics
Credits:
3
Requirements & Distribution:
BS
Waitlist Capacity:
99
Advisory Prerequisites:
STATS 500 or equivalent and co-requisite 511.
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.

Decomposition of series; trends and regression as a special case of time series; cyclic components; smoothing techniques; the variate difference method; representations including spectrogram, periodogram, etc.; stochastic difference equations, autoregressive schemes, moving averages; large sample inference and prediction; covariance structure and spectral densities; hypothesis testing and estimation and applications and other topics.

STATS 531 - Modeling and Analysis of Time Series Data
Schedule Listing
001 (LEC)
P
18534
Open
56
56STATS Grad
-
MW 10:00AM - 11:30AM
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.


Time Series Analysis and Its Applications (With R Examples), 4th edition by Shumway and Stoffer. Available online
Required
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