STA8304 Time Series (FOSCI)

Semester 1 (ONC)Toowoomba

Units 1.0 (Statistics) Band 2

Synopsis

This course is normally offered only in odd years. This course will consist of advanced studies in time series analysis. Topics will include: identification, estimation, testing and forecasting for univariate and multivariate models of time series; the spectral representation of a time series; non-linear models, including identification, estimation, testing and forecasting; cointegrated models.