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Time-series analysis 321


 
Module code WST 321
Qualification Undergraduate
Faculty Faculty of Economic and Management Sciences
Module content

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, including that of social responsibility phenomena.
Module credits 18.00
NQF Level 07
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
Department Statistics
Period of presentation Semester 2
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