Statistics 320

Module code STK 320
Qualification Undergraduate
Faculty Faculty of Economic and Management Sciences
Module content

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.

Module credits 25.00
Service modules Faculty of Humanities
Prerequisites STK 310 GS
Contact time 3 lectures per week, 1 practical per week
Language of tuition English
Academic organisation Statistics
Period of presentation Semester 2

The information published here is subject to change and may be amended after the publication of this information. The General Regulations (G Regulations) apply to all faculties of the University of Pretoria. It is expected of students to familiarise themselves well with these regulations as well as with the information contained in the General Rules section. Ignorance concerning these regulations and rules will not be accepted as an excuse for any transgression.

Copyright © University of Pretoria 2024. All rights reserved.

FAQ's Email Us Virtual Campus Share Cookie Preferences