MATH 5075 - Time Series Anal

Institution:

University of Utah

Subject:

Mathematics

Description:

An introduction to the basic topics: difference equations and lag operators, stationary autoregressive moving average processes, forecasting, estimation of parameters, spectral analysis, Kalman filter, introduction to nonlinear time series, processes with deterministic trends, processes with unit roots, cointegration, time series models for heteroskedasticity, and time series with changes in regime. Prerequisites: "C" or better in MATH 5010.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.utah.edu

Phone Number:

(801) 581-7200

Regional Accreditation:

Northwest Commission on Colleges and Universities

Calendar System:

Semester

General Education

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