DASC 345 Time Series Analysis

Students will review and expand regression analysis skills from STAT 292 and will learn time series analysis and forecasting. Topics include simple and multiple linear regression, testing and confidence intervals in regression, model building and verification, an introduction to linear time series models, moving average and ARIMA models, estimation and analysis with time series models, forecast errors and confidence intervals. The course includes the use of the R language.

Credits

3

Prerequisite

STAT 292

Offered

Fall semester, odd years