Time Series Analysis

An introduction to statistical methods for time series analysis for students with a background in statistics. Topics include time series regression, auto-regressive models, moving average models, and ARIMA models, with an emphasis on estimation and forecasting with real data applications. Students will develop skills visualizing and summarizing serially correlated data structures and fitting time series models in various statistical software packages, including R and Julia. (STAT 0116 or MATH 0116 or STAT 0201 or MATH 0201 or ECON 0111 or PSYC 0201, or by waiver.)