University of Arizona 3 credits Mathematics
The course will provide a basic introduction to modern time series analysis. We will cover time series regression and exploratory data analysis, ARMA/ARIMA models, model identification/estimation/linear operators, spectral estimation. Additional topics, e.g., GARCH models and state space models, may be covered at the discretion of the instructor. Analyses will be performed using freely available programming environments and software packages, e.g., R and astsa.
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