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2009-2010 Undergraduate Calendar

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Statistics (STAT)

School of Mathematics and Statistics Faculty of Science

STAT 4603 [0.5 credit]

Time Series and Forecasting (Honours)

Time series regression. Nonstationary and stationary time series models. Nonseasonal and seasonal time series models. ARIMA (Box-Jenkins) models. Smoothing methods. Parameter estimation, model identification, diagnostic checking. Forecasting techniques.
A statistical software package will be used.
Prerequisite: STAT 3553 or STAT 3503, or permission of the School.
Lectures three hours a week, laboratory one hour a week.

Summer session: some of the courses listed in this Calendar are offered during the summer. Hours and scheduling for summer session courses will differ significantly from those reported in the fall/winter Calendar. To determine the scheduling and hours for summer session classes, consult the class schedule at

Not all courses listed are offered in a given year. For an up-to-date statement of course offerings for the current session and to determine the term of offering, consult the class schedule at