uwloo

STAT 930Time Series 2

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Statistics

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 0 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.

Multiple time series modeling including transfer function and intervention analysis. Various special topics in time series such as outliers, robustness, order determination methods, Kalman filtering, sampling and aggregation, seasonal adjustments.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Discussed on r/uwaterloo

One post or comment in 1 thread mentions STAT 930, March 2018 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Winter 2018

Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024