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STATS 207: Introduction to Time Series Analysis

Time series models used in economics and engineering. Trend fitting, autoregressive and moving average models and spectral analysis, Kalman filtering, and state-space models. Seasonality, transformations, and introduction to financial time series. Prerequisite: basic course in Statistics at the level of 200.
Terms: Spr | Units: 3 | Grading: Letter or Credit/No Credit
Instructors: ; Rothenhaeusler, D. (PI)
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