STAT 525 - Analysis of Time Series I

  • 3 credits
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Trend and seasonality, stationary processes, Hilbert space techniques, spectral distribution function, fitting ARIMA models and linear prediction.

This course is approved for Validation by Education Experience (VEE) by the Society of Actuaries (SOA).

This course can be applied towards:

Prerequisite

STAT 430 (Probability and Mathematical Statistics II) Credit allowed for only one course: STAT525, STAA573.

Important Information

Tuition includes access to lecture recordings which are available by streamed video. Lecture recordings may also be available by download or on DVD. To determine viewing options, contact the Department of Statistics degree program staff at stats_ddp@mail.colostate.edu. After registering, visit the Department of Statistics website for additional information about textbooks, creating your eID (if necessary), and accessing your course.

Textbook and Materials

Visit the Department of Statistics website for textbook information.