MAT 3379 Introduction to Time Series Analysis
3 units
Mathematics
Faculty of Science
Time domain methods: detrending, dealing with non stationarity and seasonality; autoregressive moving average (ARMA) models: forecasting, estimation, diagnostics. Selected topics from: state space methodology, financial time series, time series regression, spectral domain. Time series data will be analyzed using software packages.
Components:
Laboratory
Lecture
Previously Offered Terms:
Winter
Summer
French Equivalent:
All Professors
B+ Average (6.685)
Most Common: A+ (29%)
470 students
F
D
C
B
A-
A+
Unknown Professor
Winter 2022 - A00
A- Average (7.824)
Most Common: A+ (43%)
119 students
F
D
C
B
A-
A+