STK4060 – Time series
Schedule, syllabus and examination date
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.
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.
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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, STK2120 – Statistical Methods and Data Analysis 2 (discontinued) or STK3100 – Introduction to generalized linear models
10 credits overlap with STK9060 – Time series
*The information about overlaps for discontinued courses may not be complete. If you have questions, please contact the Department.
3 hours of lectures/exercises per week.
Final oral or written examination. The form of examination will be announced by the teaching staff by 15 October/15 March for the autumn semester and the spring semester respectively.
Examination support material
Permitted aids at the exam if written: approved calculator.
Information about approved calculators (Norwegian only)
Oral exam: no aids permitted
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.
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.
Explanations and appeals
Resit an examination
This course offers both postponed and resit of examination. Read more:
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.