Time-series analysis 321

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

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.

Module credits 18.00
Service modules Faculty of Economic and Management Sciences
Faculty of Natural and Agricultural Sciences
Prerequisites WST 211, WST 221, WST 311 GS, WTW 211 GS and WTW 218 GS
Contact time 1 practical per week, 2 lectures per week
Language of tuition Double Medium
Academic organisation Statistics
Period of presentation Semester 2

The information published here is subject to change and may be amended after the publication of this information. The General Regulations (G Regulations) apply to all faculties of the University of Pretoria. It is expected of students to familiarise themselves well with these regulations as well as with the information contained in the General Rules section. Ignorance concerning these regulations and rules will not be accepted as an excuse for any transgression.

Copyright © University of Pretoria 2024. All rights reserved.

COVID-19 Corona Virus South African Resource Portal

To contact the University during the COVID-19 lockdown, please send an email to [email protected]

FAQ's Email Us Virtual Campus Share Cookie Preferences