Course Catalog Search

Select the Course Number to get further detail on the course.

MATH 545 - Introduction to Time Series Analysis.
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. Prerequisite: MATH 324 or MATH 357 or equivalent 4.000 Credit hours Schedule Types: Lecture, Final Exam Faculty of Science Mathematics and Statistics Department

MATH 545 - Introduction to Time Series Analysis.

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.

Prerequisite: MATH 324 or MATH 357 or equivalent

4.000 Credit hours

Schedule Types: Lecture, Final Exam

Faculty of Science
Mathematics and Statistics Department

Return to Previous	New Search		XML Extract

Skip to top of page

Release: 8.5.4

NOTICE: Are you receiving "Page not working" or "Page can't be displayed" errors?
If you are using Internet Explorer or Microsoft Edge, try switching to Chrome or Firefox. If the issue still persists, please report it to the IT Service Desk at (514) 398-3398. If you can take a screenshot from Minerva, it will also help us.

Course Catalog Search		Winter 2022 Aug 19, 2022

Minerva

Course Catalog Search

© 2022 Ellucian Company L.P. and its affiliates.