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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 Afrikaans and English is used in one class
Academic organisation Statistics
Period of presentation Semester 2

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