STA 521

Time Series Analysis

The course will cover techniques of modeling data that are collected sequentially. Topics to be covered include a review of basic ideas of modeling a continuous variable, time series regression, autocorrelation, decomposition methods, ARMA (Autoregressive Moving Average) models, and ARIMA (Autoregressive Integrated Moving Average) models. The course will use a statistical programming language. The course will also require the completion of a time series analysis project. Data from a variety of fields will be studied. Credit cannot be earned for this course if a student has already taken STA 421.

Units: 4.0