STA 421

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, exponential smoothing, and ARMA (Autoregressive Moving Average) models. The course will use statistical programming language. Data from a variety of fields will be studied. Counts toward the statistics minor; does not count toward the minor, BA or BS in Mathematics.

Units: 3.0