STAD57H3 Time Series Analysis

An overview of methods and problems in the analysis of time series data. Topics covered include descriptive methods, filtering and smoothing time series, identification and estimation of times series models, forecasting, seasonal adjustment, spectral estimation and GARCH models for volatility.

Prerequisite: 
Exclusion: 

STA457H, ( STAC57H3)

Breadth Requirements: 
Quantitative Reasoning