Detailed Class Information |
Winter 2022
Jul 12, 2025 |
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| Introduction to Time Series Analysis. - 6478 - MATH 545 - 001 |
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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 Associated Term: Winter 2022 Lecture Schedule Type 4.000 Credits View Catalog Entry
Restrictions: May not be enrolled in one of the following Colleges: School of Continuing Studies Fac Dental Medicine & Oral HS Faculty of Medicine & Hlth Sci |
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