STAT456-21S2 (C) Semester Two 2021

Time Series and Stochastic Processes

15 points

Details:
Start Date: Monday, 19 July 2021
End Date: Sunday, 14 November 2021
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 1 August 2021
  • Without academic penalty (including no fee refund): Friday, 1 October 2021

Description

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.

Pre-requisites

Subject to approval of the Head of School.

Restrictions

ECON663, ECON614

Timetable 2021

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Monday 16:00 - 17:00 Rehua 101 Lectorial
19 Jul - 29 Aug
13 Sep - 24 Oct
Lecture B
Activity Day Time Location Weeks
01 Tuesday 16:00 - 17:00 E16 Lecture Theatre
19 Jul - 29 Aug
13 Sep - 24 Oct
Computer Lab A
Activity Day Time Location Weeks
01 Wednesday 14:00 - 15:00 Jack Erskine 442 Computer Lab
19 Jul - 29 Aug
13 Sep - 24 Oct
02 Thursday 15:00 - 16:00 Jack Erskine 442 Computer Lab
19 Jul - 29 Aug
13 Sep - 24 Oct

Course Coordinator / Lecturer

Fabian Dunker

Lecturer

Richard Penny

Indicative Fees

Domestic fee $1,000.00

* 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.

All STAT456 Occurrences

  • STAT456-21S2 (C) Semester Two 2021