35467 Time Series Analysis
6cp; 3hpwThis subject aims to introduce techniques for analysing and forecasting time series, and to apply these techniques to a wide variety of time series. It deals with non-seasonal and seasonal time series model identification, estimation, diagnostic examination and forecasting. Topics covered include: time series regression; exponential smoothing; spectral analysis; and Box-Jenkins ARIMA models including stationarity/invertibility criteria, transfer functions, intervention analysis and ARCH/GARCH models.
Assessment: Two assignments worth 20 per cent each; final examination worth 60 per cent.
Typical availability
Spring semester, City campus
Fee information
2009 contribution for post-2008 Commonwealth-supported students: $520.25
Note: Students who commenced prior to 1 January 2008 should consult the Student contribution charges for Commonwealth supported students
Not all students are eligible for Commonwealth Supported places.
2009 amount for undergraduate domestic fee-paying students: $2,587.50
Note: Fees for Postgraduate domestic fee-paying students and international students are charged according to the course they are enrolled in. Students should refer to the Annual Fees Schedule.
Subject EFTSL: 0.125Access conditions
Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at Access conditions and My Student Admin.
