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Area/Catalogue
MATH 3018

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Course Level
Undergraduate

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Offered Externally
No

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Course ID
100305

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Unit Value
4.5

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University-wide elective course
No

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Timetable/s

The 2025 timetable is
not yet available.

Course owner

Course owner
UniSA STEM

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:
How to determine your Commonwealth Supported course fee. (Opens new window)

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
Non-award tuition fees are set by the university. To determine the cost of this course, go to:
How to determine the relevant non award tuition fee. (Opens new window)

Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.

* 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

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