|Module code||TRA 880|
|Faculty||Faculty of Economic and Management Sciences|
Difference equations. Lag operators. Stationary ARMA processes. Maximum likelihood estimation. Spectral analysis. Vector processes. Non-stationary time series. Long-memory processes.
|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|
|Period of presentation||Semester 1 or Semester 2|
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