Time series analysis
7.5 ECTS creditsThe course deals with the use of statistical and mathematical methods for analysing time series data. The course comprises the following components:
-descriptive methods
-autoregressive processes
-regression models
-different statistical tests, including the Unit Root test
-AR, MA, ARMA and ARIMA models
Applications are illustrated with the help of a computer.
-descriptive methods
-autoregressive processes
-regression models
-different statistical tests, including the Unit Root test
-AR, MA, ARMA and ARIMA models
Applications are illustrated with the help of a computer.
Progressive specialisation:
G1F (has less than 60 credits in first‐cycle course/s as entry requirements)
Education level:
Undergraduate level
Admission requirements:
Statistics 30 ECTS cr, or Statistics 15 ECTS cr with a combination of the following courses in economics: NEGB01 Economics - continuation course 30 ECTS cr or NEGB22 Econometrics 7.5 ECTS cr, plus either NEGC16 (NEAD17) Applied Econometrics 7.5 ECTS cr or NEGC47 Scientific Methods in Economics 15 ECTS cr, or equivalent.
Selection:
Selection is usually based on your grade point average from upper secondary school or the number of credit points from previous university studies, or both.
This course is included in the following programme
- Programme in Business and Economics (studied during year 4)