STAT456-22S2 (C) Semester Two 2022

Time Series and Stochastic Processes

15 points

Details:
Start Date: Monday, 18 July 2022
End Date: Sunday, 13 November 2022
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 31 July 2022
  • Without academic penalty (including no fee refund): Sunday, 2 October 2022

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 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.

Learning Outcomes

  • The courses will:
  • define time series data in an appropriate statistical framework
  • introduce to both basic and advanced methods in time series analysis
  • give you experience in writing scientific and technical reports You will be able to
  • describe and conduct appropriate statistical modeling techniques for time series data
  • be able to interpret the model results in such a way that a non-user of statistics can understand
  • use R competently
  • write a scientific and technical report

Pre-requisites

Subject to approval of the Head of School.

Restrictions

ECON663, ECON614

DRAFT TIMETABLE:

Please note that the timetable has not been finalised.

Scheduled days and times will be confirmed, following review, on 5th November.

Timetable 2022

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Tuesday 09:00 - 10:00 E14 Lecture Theatre
18 Jul - 28 Aug
12 Sep - 23 Oct
Lecture B
Activity Day Time Location Weeks
01 Wednesday 09:00 - 10:00 E14 Lecture Theatre
18 Jul - 28 Aug
12 Sep - 23 Oct
Computer Lab A
Activity Day Time Location Weeks
01 Wednesday 13:00 - 14:00 Jack Erskine 442 Computer Lab
18 Jul - 28 Aug
12 Sep - 23 Oct
02 Wednesday 15:00 - 16:00 Jack Erskine 442 Computer Lab
18 Jul - 28 Aug
12 Sep - 23 Oct

Course Coordinator / Lecturer

Marco Reale

Lecturer

Richard Penny

Indicative Fees

Domestic fee $1,017.00

* 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

  • STAT456-22S2 (C) Semester Two 2022