STAT427

Derive autocorrelation functions for stationary time series such as AR and MA processes.

Select appropriate time series models in the ARIMA family for time series data in different situations.

Diagnose the fitting of an ARIMA model to a time series and forecast future values of the time series.

Interpret analysis results and deliver findings with a written report.

Use R or other software to analyze time series data, including the plots of sample autocorrelation function, sample partial autocorrelation function, and extended autocorrelation function.