Time Series
MATH-458-01
Binghamton University
- Semester
- Summer 2025
- Instructor
- Aleksey S Polunchenko (P)
- Start Date
- 05-27-2025
- Total Credits
- 4
- Call to Register
- 607-777-6088
Take your class online with SUNY
You will learn the same curriculum as our on-campus students
The course introduces the student to the statistical analysis of time series data. The covered topics include: autocorrelation; stationarity, basic time series models; autoregressive (AR), moving-average (MA) and ARMA; trend removal and seasonal adjustment; invertibility; spectral analysis; estimation, data analysis and forecasting with time series models; forecast errors and confidence intervals; introduction to financial time series and autoregressive conditional heteroskedasticity (ARCH) models The materials will partially cover the syllabus of SOA Exam Statistics for Risk Modeling and that of Exam Predictive Analytics.
Course Area: Mathematics
Level: Upper Level Undergraduate
Dates: 05-27-2025 - 06-30-2025
- Find books for your online class
- Instructor: Aleksey S Polunchenko (P)
- Local Course ID: 25SU_BIN_MATH458_01
- Books & Supplies
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