|Module code||WST 321|
|Faculty||Faculty of Economic and Management Sciences|
Note: Only one of the modules WST 321 or STK 320 may be included in any study programme.
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.
|Service modules||Faculty of Economic and Management Sciences
Faculty of Natural and Agricultural Sciences
|Prerequisites||WST 211, WST 221, WTW 211 GS and WTW 218 GS|
|Contact time||1 practical per week, 2 lectures per week|
|Language of tuition||Module is presented in English|
|Period of presentation||Semester 2|
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