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Georgetown University


Detailed Course Information


Fall 2017
May 27, 2020
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MATH 345 - Applied Time Series Analysis
This course introduces students to the theory and application of time series methods for data that are collected over time. Topics include exploratory data analysis tools, methods for detrending, and seasonal adjustment of data, smoothing techniques including exponential smoothing, modeling and forecasting based on the ARIMA class of models, and ARCH/GARCH models. Students gain hands-on experience of applied time series methods for real data sets using the statistical software, R. Examples will be drawn from a variety of disciplines including business, finance, economics, environmental studies, and ecology. Students are required to complete a final data analysis project in which they apply the knowledge they gained in the course to real data.  

3.000 Credit hours
3.000 Lecture hours

Levels: Undergraduate
Schedule Types: Lecture

Mathematics Department

Course Attributes:
Mean Grade is Calculated

MATH 140 and MATH 137

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