Autocorrelation and spectral characteristics of univariate, autoregressive and moving average models; identification, estimation and forecasting. Prerequisites: STAT 408; STAT 414 Credits 3. 3 Lecture Hours.
Autocorrelation and spectral characteristics of univariate, autoregressive and moving average models; identification, estimation and forecasting. Prerequisites: STAT 408; STAT 414 Credits 3. 3 Lecture Hours.