This is the preliminary (or launch) version of the 2021-2022 VCU Bulletin. This edition includes all programs and courses approved by the publication deadline; however we may receive notification of additional program approvals after the launch. The final edition and full PDF version will include these updates and will be available in August prior to the beginning of the fall semester.

STAT 675. Time Series Analysis I. 3 Hours.

Semester course; 3 lecture hours. 3 credits. Prerequisite: graduate status in mathematical sciences or systems modeling and analysis, or permission of instructor. Analysis of data when observations are not mutually independent, stationary and nonstationary time series, ARIMA modeling, trend elimination, seasonal models, intervention analysis, transfer function analysis, prediction and applications in economics and engineering.