Module code | TRA 880 |
Qualification | Postgraduate |
Faculty | Faculty of Economic and Management Sciences |
Module content | Difference equations. Lag operators. Stationary ARMA processes. Maximum likelihood estimation. Spectral analysis. Vector processes. Non-stationary time series. Long-memory processes. |
Module credits | 20.00 |
Programmes | |
Service modules | Faculty of Natural and Agricultural Sciences |
Prerequisites | WST 321 or TRA 720 |
Contact time | 1 lecture per week |
Language of tuition | Module is presented in English |
Academic organisation | Statistics |
Period of presentation | Semester 1 or Semester 2 |
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