STA3102 Time Series Analysis

The course is an introduction to time series concepts with emphasis on model selection, estimation, diagnostics and forecasting generally with applications in economics. The topics comprise of decomposition method and the Box Jenkins; and Approach to time series analysis. The learners are exposed to practical examples and exercises using selected data sets.

General Course Objectives
By the end of the topic, learners will be able to:

• Apply time series models to solve practical problems
• Distinguish between the different time series models

Expected Learning Outcomes
Learners will become more familiar with the concept of time series analysis; more specifically they will be able to:

• Show understanding of basic time series concepts and terminology
• Apply appropriate time series methods to selected data sets
• Be able to interpret and summarize results of time series analysis.