STA6330

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STA 6330 Time Series II

Mathematics and StatisticsCollege of Arts and Sciences

Course Title

Time Series II

Course Description

Multivariate autoregressive moving average time series. Model building and forecasting. Multivariate special analysis. Canonical analysis and principal components for multivariate time series. Other special topics in time series. Formerly STA 630. Prerequisite: STA 5330.

Equivalent Courses

STA630

College/School

College of Arts and Sciences