STAT317-24S2 (C) Semester Two 2024

Time Series Methods

15 points

Details:
Start Date: Monday, 15 July 2024
End Date: Sunday, 10 November 2024
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 28 July 2024
  • Without academic penalty (including no fee refund): Sunday, 29 September 2024

Description

Analysis of sequentially collected data including data modelling and forecasting techniques.

STAT317/ECON323 and STAT456/ECON614 are courses in Time Series Analysis. These courses introduce to the analysis of repeated observations over time, a type of data extremely common in every discipline.

These courses are suited to anyone with an interest in analyzing data. We cover a wide range of topics, from the basic decomposition of a time series to advance topics such as spectral analysis.
The methods explained during the lectures are complemented by practical computer lab tutorials which make use of the software R, one of the preferred computer packages by many statisticians. In these courses we will show you how to use the package, enter, manipulate and analyze time series data in R.

Learning Outcomes

  • The courses will:
  • define time series data in an appropriate statistical framework
  • introduce to both basic and advanced methods in time series analysis
  • give you experience in writing scientific and technical reports You will be able to
  • describe and conduct appropriate statistical modeling techniques for time series data
  • be able to interpret the model results in such a way that a non-user of statistics can understand
  • use R competently
  • write a scientific and technical report

Prerequisites

15 points from MATH102, EMTH118 or MATH199; and another 30 points from 200 level STAT or ECON213

Restrictions

Timetable 2024

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Monday 10:00 - 11:00 Jack Erskine 031 Lecture Theatre
15 Jul - 25 Aug
9 Sep - 20 Oct
Lecture B
Activity Day Time Location Weeks
01 Tuesday 09:00 - 10:00 Jack Erskine 031 Lecture Theatre
15 Jul - 25 Aug
9 Sep - 20 Oct
Computer Lab A
Activity Day Time Location Weeks
01 Monday 14:00 - 15:00 Jack Erskine 442 Computer Lab
15 Jul - 25 Aug
9 Sep - 20 Oct
02 Friday 10:00 - 11:00 Jack Erskine 442 Computer Lab
15 Jul - 25 Aug
9 Sep - 20 Oct

Course Coordinator

Marco Reale

Lecturer

Fabian Dunker

Indicative Fees

Domestic fee $847.00

International fee $4,988.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Mathematics and Statistics .

All STAT317 Occurrences

  • STAT317-24S2 (C) Semester Two 2024
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