Module code | WST 321 |
Qualification | Undergraduate |
Faculty | Faculty of Economic and Management Sciences |
Module content | Stationary and non-stationary univariate time-series. Properties of autoregressive moving average (ARMA) and autoregressive integrated moving average (ARIMA) processes. Identification, estimation and diagnostic testing of a time-series model. Forecasting. Multivariate time-series. Practical statistical modelling and analysis using statistical computer packages. |
Module credits | 18.00 |
Programmes | |
Service modules | Faculty of Economic and Management Sciences Faculty of Natural and Agricultural Sciences |
Prerequisites | WST 211, WST 221, WST 311 GS, WTW 211 GS and WTW 218 GS |
Contact time | 1 practical per week, 2 lectures per week |
Language of tuition | Afrikaans and English is used in one class |
Academic organisation | Statistics |
Period of presentation | Semester 2 |
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