MATH155 PO
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Time Series
Course Title
Time Series
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.
Course Attributes
PO Area 5 Requirement, Mathematics
Min
1
Max
1
Repeatable
No