|Module code||STK 320|
|Faculty||Faculty of Economic and Management Sciences|
Regression analysis extensions: heteroscedasticity, serial correlation and lag structures. Time-series analysis. Applications of matrices, differentiation and integration in the economic and management sciences. Evaluation of simple economic models. Theory and applications of time-series models: univariate time series. Stationary and non-stationary time series. ARMA and ARIMA models. Regression models. Model identification and estimation. Spectrum and periodogram. Forecasting with time-series models. Identification, use, evaluation and interpretation of statistical computer packages and statistical techniques. Student seminars.
|Service modules||Faculty of Humanities|
|Prerequisites||STK 310 GS|
|Contact time||3 lectures per week, 1 practical per week|
|Language of tuition||Module is presented in English|
|Period of presentation||Semester 2|
Copyright © University of Pretoria 2023. All rights reserved.
COVID-19 Corona Virus South African Resource Portal
To contact the University during the COVID-19 lockdown, please send an email to [email protected]
Get Social With Us
Download the UP Mobile App