Barnard College

STAT W 4437x and y Time Series Analysis

Least squares smoothing and prediction, linear systems, Fourier analysis, and spectral estimation. Impulse response and transfer function. Fourier series, the fast Fourier transform, autocorrelation function, and spectral density. Univariate Box-Jenkins modeling and forecasting. Emphasis on applications. Examples from the physical sciences, social sciences, and business. Computing is an integral part of the course. - R. Davis
Prerequisites: STAT W4315 or the equivalent. BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA)..
3 points

Course
Number
Call Number/
Section
Days & Times/
Location
Instructor Enrollment
Autumn 2014 :: STAT W4437
STAT
4437
19537
001
TuTh 7:40p - 8:55p
312 MATHEMATICS BUILDING
G. Motta 25 / 116 [ More Info ]
Spring 2015 :: STAT W4437
STAT
4437
72270
001
MW 7:40p - 8:55p
TBA
R. Wu 12 / 100 [ More Info ]
STAT
4437
87049
002
Sa 1:10p - 3:40p
TBA
Instructor To Be Announced 1 / 75 [ More Info ]