Fall 2022 - STAT 485 E100
Applied Time Series Analysis (3)
Class Number: 4680
Delivery Method: In Person
Course Times + Location:
Mo 5:30 PM – 6:20 PM
AQ 3181, Burnaby
Th 4:30 PM – 6:20 PM
AQ 3181, Burnaby
Exam Times + Location:
Dec 15, 2022
7:00 PM – 10:00 PM
WMC 3520, Burnaby
1 778 782-4818
Prerequisites:STAT 285 or STAT 302 or STAT 305 or ECON 333 or equivalent, with a minimum grade of C-.
Introduction to linear time series analysis including moving average, autoregressive and ARIMA models, estimation, data analysis, forecasting errors and confidence intervals, conditional and unconditional models, and seasonal models. This course may not be taken for further credit by students who have credit for ECON 484. Quantitative.
- Introduction and overview.
- Moving average models: properties, estimation, prediction.
- Autoregressive models: properties, estimation, prediction.
- ARMA models.
- ARIMA models.
- Seasonal models.
- Special topics, time permitting.
- Assignments 15%
- Midterm 25%
- Final 40%
- Project 20%
Above grading is subject to change.
MATERIALS + SUPPLIES:
Computer and statistical software package R
Time Series Analysis with Applications in R (2nd ed.) by Jonathan D. Cryer and Kung-Sik Chan. Publisher: Springer
Book is available online for free through the SFU Library
E-Book ISBN: 978-0-387-75959-3
Hardcover ISBN: 978-0-387-75958-6
Softcover ISBN: 978-1-4419-2613-5
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Department Undergraduate Notes:
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