Dec 05, 2025  
2007-2008 Graduate Catalog 
    
Catalog Navigation
  Catalog Home
  Calendar
  Catalog Guide
  Northern Illinois University
  The Graduate School
  Correspondence Directory
  Admission
  General Regulations
  Requirements for Graduate Degrees
  Teacher Certification
  Tuition and Fees
  Financial Support
  Scholarly Activities
  University Services
  College of Business
  College of Education
  College of Engineering and Engineering Technology
  College of Health and Human Sciences
  College of Liberal Arts and Sciences
  College of Visual and Performing Arts
  Interdisciplinary Academic Centers
  Other Academic Units
  University Administration
  Notices
  Campus Maps
  Archived graduate catalogs
HELP
2007-2008 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

STAT 578 - Time Series Analysis

Models for analysis of time series data including mean and covariance functions of stationary time series, moving average, autoregressive and mixed models, identification and estimation in ARMA (p,q) models, asymptotic properties of estimators, periodogram and spectral analysis, and regression with time series error.

Prerequisites & Notes
PRQ: STAT 472 and STAT 474, or consent of division.

Credits: 3