Undergraduate Course: Time Series Analysis (MATH11025)
Course Outline
| 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. |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
| Not being delivered |
Summary of Intended Learning Outcomes
1. Ability to investigate time series to fit models
2. Interpretation of MINITAB output
3. Ability to forecast.
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Assessment Information
Examination only.
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Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | TSA |
Contacts
| Course organiser | Dr Liam O'Carroll
Tel: (0131 6)50 5070
Email: |
Course secretary | Ms Jennifer Marshall
Tel: (0131 6)50 5048
Email: |
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