INTRODUCTION TO TIME SERIES

STAT 349

Course Description

Autocorrelation; stationarity and non-stationarity; heteroscedasticity; dynamic models; auto-regressive and moving average models; identification and fitting; forecasting; seasonal adjustment; applications for financial time series, social sciences and environmental studies.

Prerequisties

STAT 333 , STAT 340 , graduate/professional standing, or declared in Statistics VISP

Satisfies

This course does not satisfy any prerequisites.

Credits

Offered

Occasionally

Grade Point Average

3.31

0.13% from Historical

Completion Rate

95.92%

-0.82% from Historical

A Rate

42.86%

9.48% from Historical

Class Size

12.83% from Historical

2025 Fall Grade Distribution

Instructors (2025 Fall)

Sorted by ratings from Rate My Professors

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