STAT456-20S2 (C) Semester Two 2020

Time Series and Stochastic Processes

15 points

Start Date: Monday, 13 July 2020
End Date: Sunday, 8 November 2020
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 24 July 2020
  • Without academic penalty (including no fee refund): Friday, 25 September 2020


Time Series and Stochastic Processes

STAT317/ECON323 and STAT456/ECON614 are courses in Time Series Analysis. These courses introduce to the analysis of repeated observations over time, a type of data extremely common in every discipline.

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 soware 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.


Subject to approval of the Head of School.


ECON663, ECON614

Timetable 2020

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Thursday 11:00 - 12:00 Rehua 101 Lectorial
13 Jul - 23 Aug
7 Sep - 18 Oct
Lecture B
Activity Day Time Location Weeks
01 Tuesday 10:00 - 11:00 Rehua 003 Music
13 Jul - 23 Aug
7 Sep - 18 Oct
Computer Lab A
Activity Day Time Location Weeks
01-P1 Thursday 13:00 - 14:00 Jack Erskine 010 Computer Lab 13 Jul - 19 Jul
01-P2 Friday 11:00 - 12:00 Jack Erskine 038 Lab 4 20 Jul - 23 Aug
7 Sep - 18 Oct
02 Tuesday 13:00 - 14:00 Jack Erskine 442
13 Jul - 23 Aug
7 Sep - 18 Oct

Course Coordinator / Lecturer

Fabian Dunker


Richard Penny

Indicative Fees

Domestic fee $989.00

* Fees include New Zealand GST and do not include any programme level discount or additional course related expenses.

For further information see Mathematics and Statistics.

All STAT456 Occurrences

  • STAT456-20S2 (C) Semester Two 2020