Legacy Course Catalog
STAT 420 - Introduction To Time Series
| Effectivity: | 08/20/2007 - Fall 2007 *** @ Purdue West Lafayette Traditional |
|---|---|
| Credits: | 3 |
| Instructional Types: | Lec |
| Usually Offered: | fal spr sum |
| Short Title: | Intro Time Series |
| Description: | An introduction to time series analysis suitable for actuarial science, engineering, and sciences. Model building and forecasting with ARMA and ARIMA models. Resampling methods for confidence intervals. Multivariate, state-space, and nonlinear models. Volatility models (ARCH and GARCH). Smoothing in time series. |
| School: | School Of Science |
| Department: | Statistics |
| Credit By Exam: | NO |
| Repeatable Flag: | NO |
| Temporary Flag: | NO |
| Full Time Privilege Flag: | NO |
| Honors Flag: | NO |
| Variable Title Flag: | NO |
Fall 2007 *** indicates the course was still an active course and was transferred to the Banner Catalog effective Spring 2008. This course was not expired Fall 2007.
