Es ist eine neuere Version 2023W dieser LV im Curriculum Master's programme Social Economics 2024W vorhanden.
(*) Unfortunately this information is not available in english.
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
Detailed information
Pre-requisites
(*)keine
Original study plan
Bachelor's programme Statistics 2013W
Objectives
Students are familiar with the basic concepts of time series analysis and are able to analyse time series using the statistical software R
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
Criteria for evaluation
Exam Project report
Methods
Lecture Computer lab
Language
German; if requested: English
Study material
Cowpertwait, Paul S. P. and Metcalfe, Andrew V. (2009)
Introductory time series with R
