STAT 303: Time Series Analysis

Number of Sections: 1 | Day and Time: M & W (13:30-15:10 ICT)

Course Description

The course will introduce students to a basic introduction to modern time series analysis. The course will cover topics such as time series regression and exploratory data analysis, Fourier analysis, ARMA/ARIMA models, model identification/estimation/linear operators, spectral estimation, and state space models. 

The analyses will be performed using a freely available package ​astsa​. Both R and RStudio will be required for this class.

Prerequisites: 

STAT 100: Introduction to Statistics

CS 251: Statistical Programming with R