Description: This is an empirical introductory course in time series analysis. The course will teach students how to do time series regression using time-series data. The course will cover ARMA/ARIMA models, model identification estimation and linear
operators as well as model building, filtering, smoothing, spectral analysis and response studies. The analyses will be
performed using STATA and R (R studio).
Prerequisite(s): See the current course schedule for registration restrictions.
For up-to-date information on current course offerings and details, please refer to the Pitzer class schedule on MyCampus2 Portal .