Undergraduate

Time Series

Statistical Science 4861A/B


Description: ARIMA models, seasonality, dynamic regression, model building using an interactive computer package, forecasting, intervention analysis, control, applications in econometrics, business, and other areas.

Term: A/B

Prerequisite(s): SS2864A/B, SS3858A/B A minimum mark of 60% in both Statistical Sciences 3858A/B and Statistical Sciences 2864A/B.

Antirequisite(s): The former Statistical Sciences 3861A/B.

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
SS4861B001 Ricardas Zitikis PDF B 2016/2017
SS4861B001 Ricardas Zitikis PDF B 2015/2016
SS4861B001 Ricardas Zitikis PDF B 2014/2015
SS4861B001 Ian McLeod PDF B 2013/2014
SS4861B001 Hao Yu PDF B 2012/2013
SS4861B001 Ian McLeod PDF B 2011/2012

Western Science Centre - Room 262
1151 Richmond Street
London, Ontario, Canada, N6A 5B7
Tel: (519) 661-3607 ext 83607 Fax: (519) 661-3813
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