Time Series and Forecasting
Course Level Undergraduate
Area/Catalogue
MATH 3018
Course Level
Undergraduate
Offered Externally
No
Course ID
100305
Unit Value
4.5
University-wide elective course
No
Timetable/s
This class has not been
timetabled for year 2024.
Course owner
UniSA STEM
Course Alert: This course is no longer available for enrolment
Course aim
Analyse the applications of modern time series models in business, finance and climate studies.
Course content
The components of a time series model.
Additive and multiplicative models.
Multiple regression analyses.
Spectral decomposition.
Box-Jenkins models.
Forecasting techniques.
Smoothing of time series.
GARCH and other volatility models,
Stochastic Differential Equations.
Textbook(s)
Tsay, RS 2005, Analysis of Financial Time Series 2, 2nd edition, John Wiley & Sons
Prerequisite(s)
| Common to all relevant programs | |
|---|---|
| Subject Area & Catalogue Number | Course Name |
| MATH 2020 | Statistical Foundations |
Corequisite(s)
Nil
Teaching method
| Component | Duration | ||
|---|---|---|---|
| INTERNAL, MAWSON LAKES | |||
| Lecture | 2 hours x 13 weeks | ||
| Computer Practical | 2 hours x 12 weeks | ||
| Directed Study | N/A x 13 weeks | ||
Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.
Assessment
Assignment, Comparative study, Project
Fees
EFTSL*: 0.125
Commonwealth Supported program (Band 1)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.
Non-award enrolment
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* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.
Course Coordinators
UniSA STEM
