304193 (v.3) Time Series Modelling 504
| Area: | Department of Mathematics and Statistics |
| Contact Hours: | 3.0 |
| Credits: | 25.0 |
| Lecture: | 1 x 3 Hours Weekly |
| Anti Requisite(s): | 302387 (v.2) Time Series Modelling 404 or any previous version
|
| Prerequisite(s): | 302315 (v.2) Mathematical Statistics 202 or any previous version
|
| Exponential smoothing methods to forecast non-seasonal and seasonal time series. Stochastic time series models, Fundamental Concepts. Invertibility & Stationarity, Autocorrelation & Partial Autocorrelation, Identification and estimation in non seasonal ARIMA models, Forecasting and diagnostic checking. Seasonal time Series Models. Intervention Analysis and Outlier detection. Multivariate time series, Vector ARMA and state-space modelling. |
| Year | Location | Period | Internal | Area External | Central External | | 2003 | Bentley Campus | Semester 2 | Y | | | |
Current as of: October 30, 2003 13:11:55
CRICOS provider code 00301J
