Undergraduate Course: Time Series Analysis (MATH11025)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 11 (Year 4 Undergraduate) |
Availability | Available to all students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | 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. |
| Course description |
Not entered
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Information for Visiting Students
| Pre-requisites | None |
Course Delivery Information
| Not being delivered |
Learning Outcomes
1. Ability to investigate time series to fit models
2. Interpretation of MINITAB output
3. Ability to forecast.
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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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