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| SYLLABUS |
| Time Series Analysis,
7,5 ECTS Credits |
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COURSE CATEGORY Singel Subject Course
MAIN FIELD OF STUDY
SUBJECT AREA
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COURSE CODE |
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HSTB02 |
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| AIM OF THE COURSE |
| The objective of the course is that the students shall atain deeper knowledge of time series analysis. |
| CONTENTS |
| Classical descriptive time series analysis with methodsfor decomposition. Forecasting with exponential smoothing and Box-Jenkins ARIMA-models. Practical examples from mainly economics and business administration. Use of standard statistical computer packages for time series analysis. |
| TEACHING |
| The teaching of the course consists of lectures, supervision, seminars and computer exercises. The computer exercises contain compulsory moments. |
| EXAMINATION |
The course is examined by written examination, possibly with an added computer exercise. Further there may be oral and/or written presentation of small projects.
Students who have failed an examination are normally allowed to retake it on two additional occasions, one of which should be arranged shortly after the first examination.
Students failing an exam covering either the entire course or part of the course two times are entitled to have a new examiner appointed for the reexamination.
Students who have passed an examination may not retake it in order to improve their grades. |
| ADMISSION 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.
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| GRADING |
| The course is graded according to the ECTS grading scale A-F |
| CERTIFICATE |
| Course certificate is issued by the Faculty Board on request. The Department provides a special form which should be submitted to the Student Affairs Division. |
| 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. |
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Time Series Analysis
Time Series Analysis |
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Department responsible
for
the course or
equivalent:
MAI - Department of Mathematics |
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| Registrar No: 78/04-41 |
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Course Code: HSTB02 |
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Exam codes: see Local Computer System |
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| Level |
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Education level |
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Subject Area Code |
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Field of Education |
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| B |
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STA |
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SA |
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The syllabus was approved by the Board of Faculty of Arts and Science 2000-12-14
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