STATS 727 Special Topic in Time Series

Below description edited in year: 2011

Points: 15

Prereqs: STATS 201 or STATS 208, and MATHS 108 or equivalent

Credit: Final Exam 50%, Coursework = 50% (research essay 15%, assignments 25% and in class quizzes 10%); must obtain at least 50% in final exam to pass.

Taught: First Semester City

Website: STATS 727 website

This course includes the material in STATS 326.
It is intended for postgraduate students who have not already passed STATS 326.

STATS 727 covers Time Series data, with an emphasis on computer based analysis and reporting the results of analyses.

Students will be given some more advanced additional material which will be assessed in the assignments, test and final examination.

Topics studied include: Time series data, non-stationary time series models, stationary time series models, differencing of non-stationary time series and an introduction to some advanced topics in time series analysis. The approach will be largely non-mathematical and practical, with an emphasis on applications using R and an appreciation of the problems associated with modelling time series data.

Disclaimer:
Although every reasonable effort is made to ensure accuracy, this information for the course year (2012), is provided as a general guide only for students and is subject to alteration. All students enrolling at the University of Auckland must consult its official document, the University of Auckland Calendar, to ensure that they are aware of and comply with all regulations, requirements and policies.