Nov 21, 2024  
Undergraduate Calendar 2020-2021 
    
Undergraduate Calendar 2020-2021 [-ARCHIVED CALENDAR-]

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STATS 4A03 - Time Series

3 unit(s)

Stationary, auto-regressive and moving-average series, Box-Jenkins methods, trend and seasonal effects, tests for white noise, estimation and forecasting methods, introduction to time series in the frequency domain. This course includes a scientific communication component.
Three lectures; one term
Prerequisite(s): STATS 3A03, 3D03



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