Module code | STK 320 |
Qualification | Undergraduate |
Faculty | Faculty of Economic and Management Sciences |
Module content | Stationary and non-stationary univariate time series. Properties of ARIMA processes. Identification, estimation and diagnostic testing of a time series models. Forecasting. Multivariate time series. Supervised learning: introduction to generalised linear models. Modelling of binary response variables, logistic regression. Supporting mathematical concepts. Statistical concepts are demonstrated and interpreted through practical coding and simulation within a data science framework. |
Module credits | 25.00 |
Programmes | |
Service modules | Faculty of Engineering, Built Environment and Information Technology Faculty of Economic and Management Sciences Faculty of Natural and Agricultural Sciences |
Prerequisites | STK 210, STK 220 or WST 211, WST 221 |
Contact time | 1 practical per week, 3 lectures per week |
Language of tuition | Module is presented in English |
Department | Statistics |
Period of presentation | Semester 2 |
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