Analysis of time series 720

Module code TRA 720
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

In this module certain basic topics relating to discrete, equally spaced stationary and non-stationary time series are introduced as well as the identification, estimation and testing of time series models and forecasting. Theoretical results are compared to corresponding results obtained from computer simulated time series.

Module credits 15.00
Service modules Faculty of Natural and Agricultural Sciences
Prerequisites STK 310 and STK 320
Contact time 1 lecture per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 2

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