Study at Unisa - Module information
Time Series
Module code: STA4807
NQF level: 8
Credits: 12
Year module
Offered as a part of: Honours degree
Module presented in: English
Co-requisite(s): STA4801

Abbreviated contents: The approach in this module is both theoretical and practical. Contents include model identification, state space models, the Kalman filter, power spectrum and the transfer function. Discussions on process identification, non-stationary processes and seasonal processes and spectral estimation techniques are also covered.

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