Yearbooks

Statistics 320


 
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
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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