[ 551OKMEZRAK14 ] KV Time Series Analysis (Statistics)
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| Es ist eine neuere Version 2023W dieser LV im Curriculum Master's programme Social Economics 2023W vorhanden. |
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| (*) Unfortunately this information is not available in english. |
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| Workload |
Education level |
Study areas |
Responsible person |
Hours per week |
Coordinating university |
| 4 ECTS |
B2 - Bachelor's programme 2. year |
Statistics |
Helga Wagner |
2 hpw |
Johannes Kepler University Linz |
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| Detailed information |
| Pre-requisites |
(*)keine
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| Original study plan |
Bachelor's programme Statistics and Data Science 2019W |
| Objectives |
Students are familiar with the basic concepts of time series analysis and are able to analyse time series using the statistical software R
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| Subject |
time series plots; components of a time series; regression modelling;
exponential smoothing; basic concepts of stochastic processes; stationarity; autocorrelation;
ARMA and ARIMA models; unit root tests; ARCH and GARCH models
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| Criteria for evaluation |
Exam
Project
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| Methods |
Lecture
Computer lab
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| Language |
German |
| Study material |
Cowpertwait, Paul S. P. and Metcalfe, Andrew V. (2009)
Introductory time series with R
Vogel, Jürgen (2015). Prognose von Zeitreihen
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| Changing subject? |
No |
| Further information |
(*)Bisher SS2014 bezeichnet als 4MSZRKV: KV Zeitreihenanalyse (4 ECTS)
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| Earlier variants |
They also cover the requirements of the curriculum (from - to)
4MSZRKV: KV Time Series Analysis (Statistics) (2011S-2014S)
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| On-site course |
| Maximum number of participants |
40 |
| Assignment procedure |
Assignment according to priority |
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