Instruction
| Name | Cr | Method of study | Time | Location | Organiser |
|---|---|---|---|---|---|
| Time series analysis I | 5 Cr | General Examination | 5.2.2020 - 5.2.2020 | ||
| Time series analysis I | 5 Cr | General Examination | 8.1.2020 - 8.1.2020 | ||
| Time series analysis I | 5 Cr | Course exam | 18.12.2019 - 18.12.2019 | ||
| Time series analysis I | 5 Cr | Lecture Course | 28.10.2019 - 11.12.2019 | ||
| Time series analysis I | 5 Cr | General Examination | 22.5.2019 - 22.5.2019 | ||
| Time series analysis I | 5 Cr | General Examination | 3.4.2019 - 3.4.2019 | ||
| Time series analysis I | 5 Cr | Lecture Course | 16.1.2019 - 28.2.2019 | ||
| Time series analysis I | 5 Cr | General Examination | 19.9.2018 - 19.9.2018 | ||
| Time series analysis I | 5 Cr | General Examination | 8.8.2018 - 8.8.2018 | ||
| Time series analysis I | 5 Cr | General Examination | 13.6.2018 - 13.6.2018 | ||
| Time series analysis I | 5 Cr | General Examination | 23.5.2018 - 23.5.2018 | ||
| Time series analysis I | 5 Cr | General Examination | 11.4.2018 - 11.4.2018 | ||
| Time series analysis I | 5 Cr | Course | 18.1.2018 - 1.3.2018 |
Target group
Optional course.
Master's Programme in Mathematics and Statistics is responsible for the course.
The course belongs to the Statistics and Social statistics module.
The course is available to students from other degree programmes.
Prerequisites
Bachelor studies in statistics
Timing
Recommended time/stage of studies for completion: 1. or 2. year
Term/teaching period when the course will be offered: varying
Contents
The basic concepts in strationary time series analysis. Empirically most relevant autoregressive moving average (ARMA) model: its properties, model selection, estimation, testing and forecasting. The basic models for conditional heteroskedasticity particularly applied in empirical finance are studied.
Activities and teaching methods in support of learning
Lectures and possibly exercise classes
Assessment practices and criteria
Exam and excercises, Course will be graded with grades 1-5
Completion methods
Exam, other methods will be described later