STK4060 – Time Series
Course description
Schedule, syllabus and examination date
Course content
Estimation and testing of hypothesis with autoregressive processes and moving averages (i.e. ARMA-processes) and with stationary processes. Correlogram, periodogram, spectrum. State-space models (Kalman filter). Illustration on real data.
Learning outcome
You learn about the main models and techniques to analyze data where the time dimension is important. This is a useful basis to evaluate how time-correlated data should be treated.
Admission to the course
Students admitted at UiO must?apply for courses?in Studentweb. Students enrolled in other Master's Degree Programmes can, on application, be admitted to the course if this is cleared by their own study programme.
Nordic citizens and applicants residing in the Nordic countries may?apply to take this course as a single course student.
If you are not already enrolled as a student at UiO, please see our information about?admission requirements and procedures for international applicants.
Recommended previous knowledge
STK1100 – Probability and Statistical Modelling, STK1110 – Statistical Methods and Data Analysis and one of the following courses: STK2100 – Machine Learning and Statistical Methods for Prediction and Classification or STK3100 – Introduction to Generalized Linear Models
Overlapping courses
- 10 credits overlap with STK9060 – Time Series.
Teaching
3 hours of lectures/exercises per week.
The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.
Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.
Examination
Final written exam or final oral exam, which counts 100 % towards the final grade.
The form of examination will be announced by the lecturer by 15 October/15 March for the autumn semester and the spring semester respectively.
This course has 2 mandatory assignments that must be approved before you can sit the final exam.
?
It will also be counted as one of the three attempts to sit the exam for this course, if you sit the exam for one of the following courses: STK9060 – Time Series
Examination support material
Written exam: approved calculator. Information about approved calculators (Norwegian only)
Oral exam: No examination support material is allowed.
Language of examination
Subjects taught in English will only offer the exam paper in English. You may write your examination paper in Norwegian, Swedish, Danish or English.
Grading scale
Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.
Resit an examination
This course offers both postponed and resit of examination. Read more:
More about examinations at UiO
- Use of sources and citations
- Special exam arrangements due to individual needs
- Withdrawal from an exam
- Illness at exams / postponed exams
- Explanation of grades and appeals
- Resitting an exam
- Cheating/attempted cheating
You will find further guides and resources at the web page on examinations at UiO.