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Time Series and Stochastic Processes
STAT317/ECON323 and STAT456/ECON614 are courses in Time Series Analysis. These courses explain some techniques to model observations over time. This kind of data is very common in Biology, Environmental Sciences, Economics and Finance. Time series methods are widely used for forecasting. This course is application oriented, and computers are used to analyse real time series data. 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.
The courses will:define time series data in an appropriate statistical frameworkintroduce to both basic and advanced methods in time series analysisgive you experience in writing scientific and technical reports You will be able todescribe and conduct appropriate statistical modeling techniques for time series databe able to interpret the model results in such a way that a non-user of statistics can understanduse R competentlywrite a scientific and technical report
Subject to approval of the Head of School.
ECON663, ECON614
Patrick W Saart
Patrick W Saart and Richard Penny
The course is assessed by three assignments each worth 20% (total 60%) and a final exam (40%).Assignments give you practice in analyzing data and presenting results in a written report. You will be expected to use R for analysis.The assignments will involve time and effort, but are an opportunity for you to learn not only statistical modeling techniques, but to develop your writing skills. We discuss how to write a report during lectures, and provide considerable support especially for students who have not had the chance to develop their scientific writing skills.
Recommended Reference:Shumway, R.H. and Stoffer, D.S. 2010. Time Series Analysis and Its Applications: With R Examples
STAT456 Homepage STAT317 Homepage Mathematics and Statistics Honours Booklet General information for students LEARN
Domestic fee $887.00
International Postgraduate fees
* 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 .