STA 209 INTRO TO TIME SERIES ANALYSIS

An introduction to the theory and methods of modern time series analysis. Topics include univariate time series; stationary and non-stationary processes; linear time series models, including AR, MA, ARMA and ARIMA models; estimation of the mean and autocovariance function; statistical tests for white noise; forecasting methods; and applications. Students will also learn about packages and functions in R that are used in time series analysis.