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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 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.
Students must attend one activity from each section.
General information for students
Domestic fee $1,000.00
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.