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Jul 27, 2024
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2014 - 2015 General Catalogue [ARCHIVED CATALOG]
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MH 444. Forecasting (3)
Modeling of both stationary and non-stationary time series. Autoregressive (AR) processes and moving average (MATH) processes, as well as mixed (ARMA) processes, are discussed, along with model identification and estimation and forecasting procedures. Computer software is used. Prerequisites: .
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