Directory of Classes

NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.

Summer 2021 Statistics S5221 section 001
Time Series Analysis

Call Number 11090
Day & Time
TR 1:00pm-4:10pm
Points 3
Grading Mode Standard
Approvals Required None
Instructor Li Haoran
Method of Instruction On-Line Only
Course Description Open to MA students in Statistics only Prerequisites: STAT GU4205 or the equivalent. Least squares smoothing and prediction, linear systems, Fourier analysis, and spectral estimation. Impulse response and transfer function. Fourier series, the fast Fourier transform, autocorrelation function, and spectral density. Univariate Box-Jenkins modeling and forecasting. Emphasis on applications. Examples from the physical sciences, social sciences, and business. Computing is an integral part of the course.
Web Site Vergil
Subterm 05/03-06/14 (A)
Department Summer Session (SUMM)
Enrollment 13 students (25 max) as of 4:52PM Saturday, December 4, 2021
Subject Statistics
Number S5221
Section 001
Division Summer Session
Open To GSAS
Campus Morningside
Note STAT MA students only
Section key 20212STAT5221S001

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SIS update 12/04/21 16:52    web update 12/04/21 17:20