| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 11 (Year 4 Undergraduate) |
Credits | 10 |
| Home subject area | Mathematics |
Other subject area | Specialist Mathematics & Statistics (Honours) |
| Course website |
http://student.maths.ed.ac.uk |
Taught in Gaelic? | No |
| Course description | 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. |
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