[ 551OKMEZRAK14 ] KV Time Series Analysis (Statistics)

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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
Detailed information
Pre-requisites (*)keine
Original study plan Bachelor's programme Statistics 2015S
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
Study material Cowpertwait, Paul S. P. and Metcalfe, Andrew V. (2009) Introductory time series with R
Changing subject? No
Corresponding lecture (*)4MSZRKV: KV Zeitreihenanalyse (4 ECTS)
On-site course
Maximum number of participants 40
Assignment procedure Assignment according to priority