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Time Series - STA4807

Honours Year module NQF level: 8 Credits: 12
Module presented in English Module presented online
Co-requisite: STA4801
Purpose: 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.