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STAT679 - Time Series Analysis

The autocorrelation function and spectrum and their estimates. Linear stationary models; autoregressive, moving average, and mixed models. Linear nonstationary models; autoregressive integrated moving average models. Forecasting. Model identification and estimation. Spectral analysis. Prerequisite: STAT 479 or equivalent.

Winter Term 2009

Lecture Sections

Winter Term 2009 - LEC R1 (80595)

TR 12:30:00 - 13:50:00 (CAB 457)
Instructor: dwiens@ualberta.ca - Profile