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.
Faculty of Economic and Management Sciences Faculty of Natural and Agricultural Sciences
WST 211, WST 221, WTW 211 GS and WTW 218 GS
1 practical per week, 2 lectures per week
Language of tuition
Module is presented in English
Period of presentation
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