Dec 07, 2025  
University of Alberta Calendar 2016-2017 
    
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University of Alberta Calendar 2016-2017 [ARCHIVED CALENDAR]

STAT 679 - Time Series Analysis

★ 3 (fi 6) (either term, 3-0-0) The autocorrelation function and spectrum and their estimates. Linear stationary models; autoregressive, moving average, and mixed models. Linear nonstationary models; autoregressive integrated moving average models. Forecasting. Model identification and estimation. Spectral analysis. Prerequisite: STAT 479 or equivalent.