MATH 545 — Introduction to Time Series Analysis

Name: MATH 545 — Introduction to Time Series Analysis
Rating: 4.0 (266 reviews)

Stationary processes; estimation and forecasting of ARMA models; non-stationary and seasonal models; state-space models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.

Rating: 4.00 out of 5 from 266 student reviews
Difficulty: 3.07 out of 5
Credits: 4
Faculty: Faculty of Science
Department: Mathematics and Statistics
Prerequisite: MATH 324 or MATH 357 or equivalent