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STA8304 Time Series

Units : 1
Faculty or Section : Faculty of Sciences
School or Department : Maths and Computing


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.

Course offers

Semester Mode Campus
Semester 1, 2011 On-campus Toowoomba