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STAScience · 0.5 credits · 36L/12T

STA457H5

Applied Time Series Analysis

SeminarMath-Heavy
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About this course

This course develops the theory and methodology for the statistical analysis of time series. The methods may be broadly characterized as time domain methods based on correlation (Box-Jenkins), or frequency domain methods based on a decomposition of the series into cycles (Fourier…

Prerequisite path

STA302H5 or ECO375H5

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