| Module code | STK 320 |
| Qualification | Undergraduate |
| Faculty | Faculty of Economic and Management Sciences |
| Module content | Regression analysis extensions: heteroscedasticity, serial correlation and lag structures. Time-series analysis. Applications of matrices, differentiation and integration in the economic and management sciences. Evaluation of simple economic models. Theory and applications of time-series models: univariate time series. Stationary and non-stationary time series. ARMA and ARIMA models. Regression models. Model identification and estimation. Spectrum and periodogram. Forecasting with time-series models. Identification, use, evaluation and interpretation of statistical computer packages and statistical techniques. Student seminars. |
| Module credits | 25.00 |
| Programmes | |
| Service modules | Faculty of Humanities |
| Prerequisites | STK 310 GS |
| Contact time | 3 lectures per week, 1 practical per week |
| Language of tuition | English |
| Academic organisation | Statistics |
| Period of presentation | Semester 2 |
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