TIME SERIES ANALYSIS - STA534

Course Objectives

The purpose of this course is to give an introduction to time series analysis.  This course will supplement and extend the knowledge gained in previous statistics classes (STA512 in particular) .

Course Topics

We will explore techniques for time series analysis such as exponential smoothing, seasonal decomposition, and ARIMA Box-Jenkins models. In doing so, we will develop a strong theoretical foundation for all of these methods.  We then implement these techniques using a combination of SAS and R on multiple real-life datasets in the computer lab.  Emphasis will be placed not only on data analysis, but statistical communication, as well.

Example Syllabus