Course Schedule and Catalog

Long Title: APPLIED TIME SERIES AND FORECASTING

Department: Statistics

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Prerequisite(s): STAT 310 OR ECON 307 OR ECON 382 OR (STAT 312 AND STAT 340) OR (STAT 331 AND STAT 340) or permission of instructor

Description: Applied time series modeling and forecasting, with applications to financial markets with advanced problem sets. This is a graduate version of STAT 421 with advanced assignments. The prerequisites STAT 410 and STAT 431 may be taken concurrently with STAT 621 if courses are not in history. Graduate/Undergraduate Equivalency: STAT 421. Mutually Exclusive: Cannot register for STAT 621 if student has credit for STAT 421.