MATH155 PO

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Time Series

Mathematics & StatisticsUL

Subject code

MATH

Course Number

155 PO

Department(s)

Mathematics & Statistics

Description

An introduction to the analysis of time series data. Topics include both the time and frequency/spectral domain. Stationary models (ARMA) as well as popular non-stationary models such as ARCH and GARCH are studied. Emphasis on both theory and applications. Statistical software will be utilized. Prerequisites: MATH031 PO or MATH032 PO; and MATH058 PO.