University of Vermont

2013-2014 Catalogue

STAT 253 - Appl Time Series & Forecasting
Autoregressive moving average (Box-Jenkins) models, autocorrelation, partial correlation, differencing for nonstationarity, computer modeling. Forecasting, seasonal or cyclic variation, transfer function and intervention analysis, spectral analysis. Prerequisites: STAT 211 or STAT 225; or STAT 141 or STAT 143 with Instructor permission. Cross-listed with: CSYS 253.
Credits: 3