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STAT 672. Time Series. 3 Credits.

Estimation of trend in time series data; seasonal models; stationary models; moving average, autoregressive, and ARMA models; model identification; forecasting; and intervention analysis. Prereq: STAT 768, STAT 661, course in matrix algebra. {Also offered for undergraduate credit - see STAT 472.}.


The Department of Statistics offers programs leading to a Doctor of Philosophy (Ph.D.) in Statistics, a Master of Science (M.S.) degree in Applied Statistics, and certificates in Statistics (for non-majors) and Big Data Applied Statistics Analysis. The program is flexible enough create a plan based on individual prior experience and in accord with professional goals. During the first year of the program, master's and doctoral students are strongly encouraged to meet with each faculty member to discuss possible research topics. The student should select a supervisory committee by the end of the first year. Graduate certificates in Statistics for non-majors and Big Data Applied Statistics Analysis are also available.