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MATH 4506 Time Series 4 hours; 4 credits The basics of time series analysis. Graphical displays, autocorrelation and cross-correlation functions, correlograms. Auto-regressive models, moving average models, integrated models, ARIMA models. Exponential smoothing, Box-Jenkins method. Fourier analysis, periodogram analysis. Prerequisite: Mathematics 4501 [52]. DISCLAIMER The City University reserves the right, because of changing conditions, to make modifications of any nature in academic programs and requirements of the university and its constituent colleges without advanced notice. Students are advised to consult regularly with college and department counselors concerning their programs of study. Access the college's current and recent course bulletins.
4 hours; 4 credits
The basics of time series analysis. Graphical displays, autocorrelation and cross-correlation functions, correlograms. Auto-regressive models, moving average models, integrated models, ARIMA models. Exponential smoothing, Box-Jenkins method. Fourier analysis, periodogram analysis.
Prerequisite: Mathematics 4501 [52].
The City University reserves the right, because of changing conditions, to make modifications of any nature in academic programs and requirements of the university and its constituent colleges without advanced notice. Students are advised to consult regularly with college and department counselors concerning their programs of study.
Access the college's current and recent course bulletins.