304193 (v.3) Time Series Modelling 504

Area:	Department of Mathematics and Statistics
Credits:	25.0
Contact Hours:	3.0
The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline.
Lecture:	1 x 3 Hours Weekly
Anti Requisite(s):	302387 (v.2) Time Series Modelling 404 or any previous version
Prerequisite(s):	309807 (v.1) Mathematical Statistics 503 or any previous version
Syllabus:	Exponential smoothing methods to forecast non-seasonal and seasonal time series. Stochastic time series models, and fundamental concepts. Invertibility and stationarity, autocorrelation and 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.
To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement.
Field of Education:	010101 Mathematics
SOLT (Online) Definitions*:	Not Online *Extent to which this unit or thesis utilises online information
Result Type:	Grade/Mark

Availability

Year	Location	Period	Internal	Partially Online Internal	Area External	Central External	Fully Online
2008	Bentley Campus	Semester 2	Y

Area External refers to external course/units run by the School or Department or offered by research.

Central External refers to external and online course/units run through the Curtin Bentley-based Distance Education Area

Partially Online Internal refers to some (a portion of) learning provided by interacting with or downloading pre-packaged material from the Internet but with regular and ongoing participation with a face-to-face component retained. Excludes partially online internal course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

Fully Online refers to the main (larger portion of) mode of learning provided via Internet interaction (including the downloading of pre-packaged material on the Internet). Excludes online course/units run through the Curtin Bentley-based Distance Education Area which remain Central External