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Statistics (STAT)School of Mathematics and Statistics Faculty of ScienceSTAT 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 central.carleton.ca 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 central.carleton.ca |