George Mason University
George Mason University Mason
George Mason University

STAT 658: Time Series Analysis and Forecasting

Course Information from University Catalog

Not Repeatable


Modeling stationary and nonstationary processes, autoregressive, moving average and mixed model processes, autocovariance functions, autocorrelation functions, partial autocorrelation functions, spectral density functions, identification of models, estimation of model parameters, and forecasting techniques.

When Offered: Alternate Fall

Hours of Lecture or Seminar per week: 3

Equivalent to CSI 678.

Credits: 3

Prerequisites:

STAT 544 and STAT 554, or permission of instructor.

1 Course Sections Scheduled for Fall 2018

Expertise