|
You are here:
Macquarie
» 2008 Handbooks
» Units
» STAT822
STAT822: Time Series |
This unit is an introduction to the statistical theory and practice of Time Series Analysis. A Time series is a set of data indexed by time, or by something that can be interpreted as "Time", eg a single spatial variable. The topics covered include ARMA processes, parameter estimation and prediction, as well as the estimation of frequency.
| Credit Points: | 4 |
| Contact Hours: | -- |
| When Offered: |
E2 - Evening; Offered in the second half-year
X2 - External study; Offered in the second half-year
(On Campus session: No session) |
| Staff Contact: |
Professor Barry Quinn |
| Prerequisites: |
|
| Corequisites: | STAT810 or STAT371
|
| NCCWs: |
|
| Unit Designations: |
--
| | Assessed As: |
Graded
|
| Offered By: |
EFS - Division of Economic and Financial Studies |
|
|
|
|
