AMS 316, Time Series

Catalog Description: Linear time series models, moving average (MA), autoregressive (AR), ARMA and ARIMA models, estimation and forecasting, interval predictions, forecast errors, stationary processes in the frequency domain, state-space models. This course is offered as both AMS 316 and AMS 586.

Prerequisite: AMS 315 satisfies the Actuarial Exam test in Applied Statistics, through the Society of Actuaries Validation by Educational Experience program. For more details about actuarial preparation at Stony Brook see Actuarial Program

THIS COURSE IS OFFERED IN THE FALL SEMESTER ONLY.

Fall 2008 Section
Haipeng Xing, MW 3:50-5:10 pm, Union 123, AMS 316 Webpage