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SYLLABUS

Time Series Analysis, 7,5 ECTS Credits

COURSE CATEGORY   Singel Subject Course MAIN FIELD OF STUDY   Statistik - STA SUBJECT AREA     COURSE CODE   732G06

AIM OF THE COURSE

The course provides basic skills for professional work with data that are collected with time and in which the time aspect is of special importance, i.e. times series data. The work consists of exploration, modelling and assessment to detect and estimate different properties in the data. Having completed the course, the student should be able to - use knowledge about widely used models for times series data, - display good understanding of major principles for interpretation, estimation and assessment of time series models, - formulate a specific time series model upon exploration of a given data set, - use a standard statistical computer package to estimate, assess and predict components of a time series model from a given data set, - interpret the results from an analysis of a time series model, - make reasoned assessment of the time development of certain quantities.

CONTENTS

The course content comprises - time series regression models, - classical descriptive models with methods for decomposition, - forecasting with exponential smoothing, - idenfication, estimation and forecasting with ARIMA-models for one time series, - practical examples from mainly economics, business administration and environmental studies. Standard statistical computer packages for time series analysis are used during the course.

TEACHING

The teaching of the course consists of lectures, supervision, seminars and computer exercises. Language of instruction: English.

EXAMINATION

Assignments encompassing computer-based data analysis. One final written or oral examination. Students who have passed an examination may not retake it in order to improve their grades.

ADMISSION REQUIREMENTS

Specific requirements: Documented knowledge of English equivalent to “Engelska B” is required, or an international proficiency test, e.g. TOEFL, minimum score 550/213. The student must have passed courses in statistics corresponding to six months of studies.

GRADING

The course is graded according to the ECTS grading scale A-F

CERTIFICATE

COURSE LITERATURE

The course literature is decided upon by the department in question.

OTHER INFORMATION

Planning and implementation of a course must take its starting point in the wording of the syllabus. The course evaluation included in each course must therefore take up the question how well the course agrees with the syllabus. The course is carried out in such a way that both men´s and women´s experience and knowledge is made visible and developed.

Time Series Analysis Time Series Analysis, fortsättningskurs   Department responsible for the course or equivalent: MAI - Department of Mathematics             Registrar No: 127/07-41   Course Code: 732G06           Exam codes: see Local Computer System       Subject/Subject Area : Statistik - STA                       Level   Education level     Subject Area Code   Field of Education   G1X   Basic level     STA   SA