|
|
|
Jan 05, 2025
|
|
2017-2018 Graduate Course Catalog [ARCHIVED CATALOG]
|
MAS 777 - Time Series Modeling and AnalysisMartin J. Whitman School of Management
3 credit(s) At least 1x fall or spring
Fundamental concepts and procedures for forecasting discrete time series for planning and control. Regression analysis, ARIMA methods, econometric modeling, transfer functions, intervention analysis, Kalman filters, univariate and multivariate methods.
PREREQ: MBC 638
|
|
|