forecasting with time series models, and spectral analysis. Prereqs., APPM 3570 or MATH 4510, and APPM 4520 or MATH 4520. Same as APPM 5540 and MATH 4540. Usually offered every Spring.

A broad introduction to statistical time series analysis for postgraduates: what time series analysis can be useful for; autocorrelation; stationarity; causality; basic time series models: AR, MA, ...

and showcase what time series analysis can be useful for. Topics include: autocorrelation; stationarity, trend removal and seasonal adjustment; AR, MA, ARMA, ARIMA; estimation; forecasting; model ...