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Analysis of time series 880


 
Module code TRA 880
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

Difference equations. Lag operators. Stationary ARMA processes. Maximum likelihood estimation. Spectral analysis.  Vector processes. Non-stationary time series. Long-memory processes.
Module credits 20.00
NQF Level 09
Service modules Faculty of Natural and Agricultural Sciences
Prerequisites WST 321 or STK 320
Contact time 1 lecture per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 1 or Semester 2
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