Historical snapshot — AY2018/2019 Semester 2 · View current offering →

Time Series Analysis

AY2018/2019 Semester 2

This course introduces time series models used in economics, engineering and finance. * Trend fitting, autoregressive and moving average models, spectral analysis * Seasonality, forecasting and estimation * Use of computer package to analyze real data sets

AUs	4.0 AUs
Categories	CoreMinorsBDE
Not Available To Programme	MAEC(2004-2010), MATH(2004-2010)
Mutually Exclusive With	MAS451, MTH451
Exam

Available Indexes

	Mon			Tue				Fri
930								COMMON LEC (LE) 0930-1130 Fri SPMS-LT1
1000
1030				COMMON LEC (LE) 1030-1130 Tue SPMS-LT1
1100				COMMON LEC (LE) 1030-1130 Tue SPMS-LT1
1130				70370 TUT (T) 1130-1230 Tue SPMS-LT1 Wk2-13	70371 TUT (T) 1130-1230 Tue SPMS-LT1 Wk2-13	70372 TUT (T) 1130-1230 Tue SPMS-LT1 Wk2-13	70373 TUT (T) 1130-1230 Tue SPMS-LT1 Wk2-13
1200				70370 TUT (T) 1130-1230 Tue SPMS-LT1 Wk2-13	70371 TUT (T) 1130-1230 Tue SPMS-LT1 Wk2-13	70372 TUT (T) 1130-1230 Tue SPMS-LT1 Wk2-13	70373 TUT (T) 1130-1230 Tue SPMS-LT1 Wk2-13
1230
1300
1330	70370 LAB (LA1) 1330-1530 Mon COMP LAB 1 Wk3,6,9,12	70371 LAB (LA1) 1330-1530 Mon COMP LAB 1 Wk3,6,9,12	70372 LAB (LA2) 1330-1530 Mon COMP LAB 2 Wk3,6,9,12
1400
1430
1500
1530
1600
1630								70373 LAB (LA3) 1630-1830 Fri COMP LAB 1 Wk3,6,9,12
1700
1730
1800

	Mon	Tue	Wed	Thu	Fri
930
1000
1030
1100
1130
1200
1230
1300
1330
1400
1430
1500
1530
1600
1630
1700
1730
1800