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STA8304 Time Series
| Units : |
1 |
| Faculty or Section : |
Faculty of Sciences |
| School or Department : |
Maths and Computing |
| Version produced : |
26 May 2012 |
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.
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