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Analysis of time series 880


 
Modulekode TRA 880
Kwalifikasie Postgraduate
Fakulteit Faculty of Economic and Management Sciences
Module-inhoud

Difference equations. Lag operators. Stationary ARMA processes. Maximum likelihood estimation. Spectral analysis.  Vector processes. Non-stationary time series. Long-memory processes.

Modulekrediete 20.00
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
Department Statistics
Period of presentation Semester 1 or Semester 2

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