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.
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 2015 :: STAT W4437
STAT
4437
14103
001
MW 7:40p - 8:55p
517 HAMILTON HALL
A. Safikhani 38 / 86 [ More Info ]
Spring 2016 :: STAT W4437
STAT
4437
14470
001
TuTh 1:10p - 2:25p
207 MATHEMATICS BUILDING
A. Safikhani 156 / 152 [ More Info ]
STAT
4437
65089
002
Sa 2:40p - 4:40p
207 MATHEMATICS BUILDING
D. Wang 55 / 152 [ More Info ]