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STAT-S 550: TIME SERIES ANALYSIS WITH ITS APPLICATIONS (3 credits)

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Topics: Time series analysis on time domain, stationary processes, models for time series data, trend, autocovariance and autocorrelation functions, partial autocorrelation, ARIMA models, filtering, smoothing, forecasting, estimation, building ARIMA and seasonal ARIMA models, cyclical behavior, periodogram, frequency domain, periodic series with multiple frequencies and amplitudes, spectral density and its estimation.