Module code: MTH783P
Credits: 15.0
Semester: SEM2
Contact: Dr Weini Huang
Overlap: In taking this module you cannot take MTH6139P
This module will present methods for time series analysis.These will allow the student to understand better how to use and extract information from historical business data series. In particular, the student will learn how to extract the pivotal concepts of time series data, including the trend and cyclic components of a data series, calculate the autocorrelation, learn about autoregressive and moving average models, and cointegration.The module will develop the notions around realistic business examples and an implementation of the methods will be provided using the statistic software R..
Connected course(s): UDF DATA
Assessment: 70.0% Coursework, 30.0% Examination
Level: 7
