Time series regression. Nonstationary and stationary time series models. Nonseasonal and seasonal time series models. ARIMA (Box-Jenkins) models. Smoothing methods. Parameter estimation, model identification, diagnostic checking. Forecasting techniques. A statistical software package will be used. Includes: Experiential Learning Activity Precludes additional credit for ECON 4713. Prerequisite(s): STAT 3553 or STAT 3503, or permission of the School. Lectures three hours a week.
Time series regression. Nonstationary and stationary time series models. Nonseasonal and seasonal time series models. ARIMA (Box-Jenkins) models. Smoothing methods. Parameter estimation, model identification, diagnostic checking. Forecasting techniques. A statistical software package will be used. Includes: Experiential Learning Activity Precludes additional credit for ECON 4713. Prerequisite(s): STAT 3553 or STAT 3503, or permission of the School. Lectures three hours a week.
