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node20 Section 2 Time Domain Models STAT 510 - Applied Time Series Analysis

# Node20 Section 2 Time Domain Models STAT 510 - Applied Time Series Analysis

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This is Google's cache of http://onlinecourses.science.psu.edu/stat510/node/20 . It is a snapshot of the page as it appeared on 23 Jul 2010 07:54:50 GMT. The current page could have changed in the meantime. Learn more Text-only version STAT 510 - Applied Time Series Analysis ANGEL Department of Statistics Eberly College of Science Home Section 2: Time Domain Models Submitted by gfj100 on Sun, 03/28/2010 - 15:27 Quick introduction to the first section here... Learning Goals By the end of this section you should be able to: xxx xxx xxx xxx Focus on the AR Model (Auto Regressive) ARMA and ARIMA

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Unformatted text preview: • PACF and Prediction • Forecasting Using the ARMA Model • Building ARIMA Models • SARMA / SARIMA • State Space Models Focus on the AR Model (Auto Regressive) › • Printer-friendly version Start Here! • Welcome to STAT 510! Lessons • Section 1: Introduction and Basics • Section 2: Time Domain Models • Focus on the AR Model (Auto Regressive) • ARMA and ARIMA • PACF and Prediction • Forecasting Using the ARMA Model • Building ARIMA Models • SARMA / SARIMA • State Space Models • Section 3: Spectral Domain Models Labs • Overview of Lab Exercises...
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