STAT 475. Time Series. 3 Hours.

Semester course; 3 lecture hours. 3 credits. Prerequisites: STAT 321 and either STAT 305 or STAT 314. Completion of STAT 421 is strongly recommended. Introduction to the modeling of univariate time series data. Topics include simple and exponential moving averages, Brown's double exponential smoothing, Holt-Winters model, autocorrelation, partial autocorrelation, autoregressive integrated moving average models, seasonal autoregressive moving average models, harmonic analysis and time series regression. Students will use modern statistical software to perform these analyses.