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Spring 2021 Statistics GR5221 section 001
TIME SERIES ANALYSIS

Call Number 13189
Day & Time
Location
TR 6:10pm-7:25pm
ONLINE ONLY
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rongning Wu
Type LECTURE
Method of Instruction On-Line Only
Course Description Prerequisites: STAT GR5205 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
Department Statistics
Enrollment 62 students (125 max) as of 9:06PM Friday, November 26, 2021
Subject Statistics
Number GR5221
Section 001
Division Interfaculty
Open To GSAS
Campus Morningside
Note STAT MA students only
Section key 20211STAT5221W001

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SIS update 11/26/21 21:06    web update 11/26/21 21:23