Stochastic Processes. Stationary Processes. Autocorrelation Function. Autoregressive (AR) Process. Moving Average (MA) Process. Autoregressive Moving Average (ARMA) Model. Integrated Autoregressive Moving Average (ARIMA) Model. Box-Jenkins Integrated Seasonal Autoregressive Moving Average (SARIMA) Model. Estimation of Model Parameters. Forecasting using Models.
Parent Business Unit ID:
Prerequisite:
STAT3321 | PROBABILITY THEORY
MATH234 | INTRODUCTION TO LINEAR ALGEBRA
