ST 692
Time Series Analysis
This course provides a survey of time series analysis methods. General topics include models for stationary and nonstationary time series, ARIMA specification, parameter estimation, model diagnostics, forecasting and seasonal models. Advanced topics such as GARCH, VAR and other time series methodologies in econometrics and finance are also covered.
Prerquisites: ST541 or ST562 or equivalent.
Exclusions: MA492, ST492, MA686H, EC455 or equivalent.
This course provides a survey of time series analysis methods. General topics include models for stationary and nonstationary time series, ARIMA specification, parameter estimation, model diagnostics, forecasting and seasonal models. Advanced topics such as GARCH, VAR and other time series methodologies in econometrics and finance are also covered.
Prerquisites: ST541 or ST562 or equivalent.
Exclusions: MA492, ST492, MA686H, EC455 or equivalent.
This course provides a survey of time series analysis methods. General topics include models for stationary and nonstationary time series, ARIMA specification, parameter estimation, model diagnostics, forecasting and seasonal models. Advanced topics such as GARCH, VAR and other time series methodologies in econometrics and finance are also covered.
Prerquisites: ST541 or ST562 or equivalent.
Exclusions: MA492, ST492, MA686H, EC455 or equivalent.
