STK4060 – Time Series
Schedule, syllabus and examination date
Changes in the course due to coronavirus
Autumn 2020 the exams of most courses at the MN Faculty will be conducted as digital home exams or oral exams, using the normal grading scale. The semester page for your course will be updated with any changes in the form of examination.
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.
Admission to the course
Students at UiO register for courses and exams in Studentweb.
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
- 10 credits overlap with STK9060 – Time Series.
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.
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
Written exam: approved calculator. Information about approved calculators (Norwegian only)
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.
Resit an examination
This course offers both postponed and resit of examination. Read more: