University Course Planner The University of Adelaide Australia

STATS 3005 - Time Series III

Career: Undergraduate
Units: 3
Term: 3720
Campus: North Terrace
Contact: Up to 3 hours per week
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 30%, exam 70%
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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Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information

Please note: 2018 Commonwealth Supported Student Contribution amounts will be unavailable until the sector receive the approved amounts from the Australian Government

  Commonwealth Supported Student Contribution
Tuition Fees
Units EFTSL Pre-2010 2010 Onwards Domestic International
3 0.125 Band 2 Not Available Band 2 Not Available 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
3720 Mon 07/08/2017 Thu 31/08/2017 Fri 15/09/2017 Fri 27/10/2017


Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
20861 LE01 30 13 24 Jul - 11 Sep Monday 9am - 10am Badger, LG17, Teaching Room
28 Jul - 15 Sep Friday 12pm - 1pm Napier, 208, Lecture Theatre
2 Oct - 23 Oct Monday 9am - 10am Badger, LG17, Teaching Room
6 Oct - 27 Oct Friday 12pm - 1pm Napier, 208, Lecture Theatre
Related Class: Practical
Class Nbr Section Size Available Dates Days Time Location
20862 PR01 30 13 26 Jul - 26 Jul Wednesday 4pm - 5pm Engineering & Mathematics, EM105, CAT Suite
9 Aug - 9 Aug Wednesday 4pm - 5pm Engineering & Mathematics, EM105, CAT Suite
23 Aug - 23 Aug Wednesday 4pm - 5pm Engineering & Mathematics, EM105, CAT Suite
6 Sep - 6 Sep Wednesday 4pm - 5pm Engineering & Mathematics, EM105, CAT Suite
4 Oct - 4 Oct Wednesday 4pm - 5pm Engineering & Mathematics, EM105, CAT Suite
18 Oct - 18 Oct Wednesday 4pm - 5pm Engineering & Mathematics, EM105, CAT Suite
Related Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
20863 TU01 30 13 2 Aug - 2 Aug Wednesday 4pm - 5pm Lower Napier, LG24, Teaching Room
16 Aug - 16 Aug Wednesday 4pm - 5pm Lower Napier, LG24, Teaching Room
30 Aug - 30 Aug Wednesday 4pm - 5pm Lower Napier, LG24, Teaching Room
13 Sep - 13 Sep Wednesday 4pm - 5pm Lower Napier, LG24, Teaching Room
11 Oct - 11 Oct Wednesday 4pm - 5pm Lower Napier, LG24, Teaching Room
25 Oct - 25 Oct Wednesday 4pm - 5pm Lower Napier, LG24, Teaching Room