STAT4443Time Series Analysis and Applications (A)3 ch (3C)

Discrete time series and stochastic processes; autocorrelation and partial correlation functions; white noise; moving averages; autoregressive, mixed and integrated processes; stochastic models, fitting, estimation and diagnostic checkup; forecasting; forecasting in seasonal time series; applications would include problems from Economics, Engineering, Physics. 

Prerequisite: STAT 3093