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