Stat 630. Time Series (Box-Jenkins) Models. Lecture 3 hours; 3 credits. Prerequisite: STAT 626. Topics include autocorrelation function, autoregressive and moving average models, nonstationary ARIMA models, forecasting, model identification and estimation, diagnostic checks, and seasonal models. Applications involving real data from air pollution, water pollution, economic indicators and the stock market are also discussed. This course is designated as a simulation course.