Time series
4 points * First semester * Clayton * Prerequisites: MAT2020, MAS2011, MAS2032, MAS2042
Introduction to time series, smoothing techniques, stationary and non-stationary time series, seasonal and non-seasonal time series, estimation of parameters, Minitab and SYSTAT packages in time series.
Assessment
Examinations (1.5 hours): 90% * Tests and/or assignments: 10%
Recommended texts
Cryer J D Time series analysis Duxbury, 1986
Nelson C R Applied time series analysis for managerial forecasting Holden-Day, 1973