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161.342 Forecasting and Time Series (15 credits)

A practical course on analysing data that arise sequentially in time (e.g. sales figures, precipitation, crime rates, census figures, share prices, etc.). Detecting trends and underlying seasonal patterns; Box-Jenkins methodology, autoregressive and moving average processes; exponential smoothing, classical decomposition and regression methods; introduction to multivariate time series; simulation.

Note(s): Access to a Windows PC with an approved statistics package is required for analysis of data.

Requirements Requirements help

  • Prerequisite(s): 161.220 or 161.221 or 161.250
    General Prerequisite: At least 45 credits from 200 level.

Offerings Offerings help

Year Semester Mode Location
2020 Semester One full semester Distance
2020 Semester One full semester Internal Manawatu Campus

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