University Course Planner The University of Adelaide Australia

STATS 3005 - Time Series III

Career: Undergraduate
Units: 3
Term: 3820
Campus: North Terrace
Contact: Up to 3 hours per week
Available for Study Abroad and Exchange: Yes
Available for Non-Award Study: Yes
Pre-Requisite: STATS 2107 or (MATHS 1012 and ECON 2504) or (MATHS 2201 and 2202)
Assumed Knowledge: Experience with the statistical package R such as would be obtained from STATS 1005 or STATS 2107
Assessment: Ongoing assessment, exam
Syllabus:

Time series consist of values of a variable recorded in an order over a period of time. Such data arise in just about every area of science and the humanities, including econometrics and finance, engineering, medicine, genetics, sociology, environmental science. What makes time series data special is the presence of dependence between observations in a series, and the fact that usually only one observation is made at any given point in time. This means that standard statistical methods are not appropriate, and special methods for statistical analysis are needed. This course provides an introduction to time series analysis using current methodology and software. Topics covered are: descriptive methods, plots, smoothing, differencing; the autocorrelation function, the correlogram and variogram, the periodogram; estimation and elimination of trend and seasonal components; stationary processes, modelling and forecasting with autoregressive moving average (ARMA) models; spectral analysis, the fast Fourier transform, periodogram averages and other smooth estimates of the spectrum; time-invariant linear filters; non-stationary and seasonal time series models; ARIMA processes, identification, estimation and diagnostic checking, forecasting, including extrapolation of polynomial trends, exponential smoothing, and the Box-Jenkins approach.

Course Fees

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Study Abroad student tuition fees available here

Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information

  Commonwealth Supported Student Contribution
Tuition Fees
Units EFTSL Pre-2010 2010 Onwards Domestic International
3 0.125 Band 2 $1,169 Band 2 $1,169 select program select program


Course Outline

A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here


Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
3820 Mon 06/08/2018 Fri 31/08/2018 Fri 14/09/2018 Fri 26/10/2018


Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
20868 LE01 50 9 23 Jul - 10 Sep Monday 12pm - 1pm Engineering Sth, S112, Teaching Room
25 Jul - 12 Sep Wednesday 2pm - 3pm Ligertwood, 231, Lecture Theatre
1 Oct - 22 Oct Monday 12pm - 1pm Engineering Sth, S112, Teaching Room
3 Oct - 24 Oct Wednesday 2pm - 3pm Ligertwood, 231, Lecture Theatre
Related Class: Practical
Class Nbr Section Size Available Dates Days Time Location
20869 PR01 50 9 27 Jul - 27 Jul Friday 12pm - 1pm Engineering & Mathematics, EM108/109, CAT Suite
10 Aug - 10 Aug Friday 12pm - 1pm Engineering & Mathematics, EM108/109, CAT Suite
24 Aug - 24 Aug Friday 12pm - 1pm Engineering & Mathematics, EM108/109, CAT Suite
7 Sep - 7 Sep Friday 12pm - 1pm Engineering & Mathematics, EM108/109, CAT Suite
5 Oct - 5 Oct Friday 12pm - 1pm Engineering & Mathematics, EM108/109, CAT Suite
19 Oct - 19 Oct Friday 12pm - 1pm Engineering & Mathematics, EM108/109, CAT Suite
Related Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
20870 TU01 37 4 3 Aug - 3 Aug Friday 12pm - 1pm Hughes, 323, Teaching Room
17 Aug - 17 Aug Friday 12pm - 1pm Hughes, 323, Teaching Room
31 Aug - 31 Aug Friday 12pm - 1pm Hughes, 323, Teaching Room
14 Sep - 14 Sep Friday 12pm - 1pm Hughes, 323, Teaching Room
12 Oct - 12 Oct Friday 12pm - 1pm Hughes, 323, Teaching Room
26 Oct - 26 Oct Friday 12pm - 1pm Hughes, 323, Teaching Room
28957 TU02 20 12 3 Aug - 3 Aug Friday 2pm - 3pm Engineering Nth, N132, Teaching Room
17 Aug - 17 Aug Friday 2pm - 3pm Engineering Nth, N132, Teaching Room
31 Aug - 31 Aug Friday 2pm - 3pm Engineering Nth, N132, Teaching Room
14 Sep - 14 Sep Friday 2pm - 3pm Engineering Nth, N132, Teaching Room
12 Oct - 12 Oct Friday 2pm - 3pm Engineering Nth, N132, Teaching Room
26 Oct - 26 Oct Friday 2pm - 3pm Engineering Nth, N132, Teaching Room