STATS 7058 - Time Series
Career: | Postgraduate Coursework |
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Units: | 3 |
Term: | 3820 |
Campus: | North Terrace |
Contact: | Up to 3 hours per week |
Available for Study Abroad and Exchange: | Yes |
Available for Non-Award Study: | Yes |
Pre-Requisite: | STATS 2107 or (MATHS 1012 and ECON 2504) or (MATHS 2201 and MATHS 2202) |
Assumed Knowledge: | Experience with the statistical package R such as would be obtained from STATS 1005 or STATS 2107 |
Assessment: | Ongoing assessment, exam |
Syllabus: |
Time Series consist of values of a variable recorded in an order over a period of time. Such data arise in just about every area of science and the humanities, including econometrics and finance, engineering, medicine, genetics, sociology, environmental science. What makes time series data special is the presence of dependence between observations in a series, and the fact that usually only one observation is made at any given point in time. This means that standard statistical methods are not appropriate, and special methods for statistical analysis are needed. This course provides an introduction to time series analysis using current methodology and software. Topics covered are: descriptive methods, plots, smoothing, differencing; the autocorrelation function, the correlogram and variogram, the periodogram; estimation and elimination of trend and seasonal components; stationary processes, modelling and forecasting with autoregressive moving average (ARMA) models; spectral analysis, the fast Fourier transform, periodogram averages and other smooth estimates of the spectrum; time-invariant linear filters; non-stationary and seasonal time series models; ARIMA processes, identification, estimation and diagnostic checking, forecasting, including extrapolation of polynomial trends, exponential smoothing, and the Box-Jenkins approach. |
Course Fees
Study Abroad student tuition fees are available here
Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.
The fees displayed below for international students are for students commencing a program in 2024 only. International students who commenced a program in 2023 or prior can find their fee here.
EFTSL | |||
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0.125 |
Course Outline
A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here
Critical Dates
Term | Last Day to Add Online | Census Date | Last Day to WNF | Last Day to WF |
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3820 | Mon 06/08/2018 | Fri 31/08/2018 | Fri 14/09/2018 | Fri 26/10/2018 |
Class Details
Enrolment Class: Lecture | |||||||
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Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
20871 | LE01 | 2 | 1 | 23 Jul - 10 Sep | Monday | 12pm - 1pm | Engineering Sth, S112, Teaching Room |
25 Jul - 12 Sep | Wednesday | 2pm - 3pm | Ligertwood, 231, Lecture Theatre | ||||
1 Oct - 22 Oct | Monday | 12pm - 1pm | Engineering Sth, S112, Teaching Room | ||||
3 Oct - 24 Oct | Wednesday | 2pm - 3pm | Ligertwood, 231, Lecture Theatre | ||||
Related Class: Tutorial | |||||||
Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
20872 | TU01 | 2 | 1 | 3 Aug - 3 Aug | Friday | 12pm - 1pm | Hughes, 323, Teaching Room |
17 Aug - 17 Aug | Friday | 12pm - 1pm | Hughes, 323, Teaching Room | ||||
31 Aug - 31 Aug | Friday | 12pm - 1pm | Hughes, 323, Teaching Room | ||||
14 Sep - 14 Sep | Friday | 12pm - 1pm | Hughes, 323, Teaching Room | ||||
12 Oct - 12 Oct | Friday | 12pm - 1pm | Hughes, 323, Teaching Room | ||||
26 Oct - 26 Oct | Friday | 12pm - 1pm | Hughes, 323, Teaching Room | ||||
Related Class: Practical | |||||||
Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
20873 | PR01 | 2 | 1 | 27 Jul - 27 Jul | Friday | 12pm - 1pm | Engineering & Mathematics, EM108/109, CAT Suite |
10 Aug - 10 Aug | Friday | 12pm - 1pm | Engineering & Mathematics, EM108/109, CAT Suite | ||||
24 Aug - 24 Aug | Friday | 12pm - 1pm | Engineering & Mathematics, EM108/109, CAT Suite | ||||
7 Sep - 7 Sep | Friday | 12pm - 1pm | Engineering & Mathematics, EM108/109, CAT Suite | ||||
5 Oct - 5 Oct | Friday | 12pm - 1pm | Engineering & Mathematics, EM108/109, CAT Suite | ||||
19 Oct - 19 Oct | Friday | 12pm - 1pm | Engineering & Mathematics, EM108/109, CAT Suite |