University of Glasgow - Course Catalogue

Time Series (Bologna) STATS4072

The course focuses on the fundamental theory of time series analysis.

This course is only available to students on the Double Degree programme in Statistics with the University of Bologna.

Statistics 3T: Time Series [STATS3018]

Time Series [STATS4037]

Time Series (Level M) [STATS5030]

-/-

End-of-course examination, carried out in accordance with the assessment procedures and regulations of the University of Bologna.

Main Assessment In: April/May

This course aims

■ to help students develop a thorough understanding of the theory of times series, both in the time and in the frequency domain

■ to explain how a time series can be decomposed into a trend and seasonal component;

■ to train students in performing parametric inference in time-series models; and

■ to train students in choosing an appropriate time series model.

By the end of the course students will be able to:

■ analyze a time series in the time and in the frequency domain;

■ identify the stochastic process that has generated a time series based on the autocorrelation structure;

■ estimate and make inference on the parameters of a linear model for a stationary time series;

■ estimate time series components such as trend and seasonality by means of non-parametric and parametric methods;

■ recognise the most important models for time series data.

No exceptions