? Credit Points : 10  ? SCQF Level : 11  ? Acronym : MAT-4-TSA

Course for final year students in Honours programmes in Mathematics and/or Statistics.

1. Definitions of moments: expectation, variance, autocovariance and autocorrelation;

2. Properties of moving average and autoregressive models.

3. Estimation of parameters of moving average and autoregressive models.

4. Forecasting.

? Pre-requisites : Passes at C or better in MAT-2-Prb, MAT-2-SMe, MAT-2-StM; MAT-3-CVD

Home subject area

Specialist Statistics (Year 4), (School of Mathematics, Schedule P)

? Normal year taken : 4th year

? Delivery Period : Semester 2 (Blocks 3-4)

? Contact Teaching Time : 2 hour(s) per week for 11 weeks

All of the following classes

Type Day Start End Area Lecture Tuesday 09:00 09:50 KB Lecture Friday 09:00 09:50 KB

1. Ability to investigate time series to fit models
2. Interpretation of MINITAB output
3. Ability to forecast.

Examination only.

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 2 hour(s)

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Ms Jennifer Marshall
Tel : (0131 6)50 5048
Email : Jennifer.Marshall@ed.ac.uk

Course Organiser

Dr Liam O'Carroll
Tel : (0131 6)50 5070
Email : L.O'Carroll@ed.ac.uk

Course Website : http://student.maths.ed.ac.uk

School Website : http://www.maths.ed.ac.uk/

College Website : http://www.scieng.ed.ac.uk/