• Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
• ANU College ANU College of Business and Economics
• Course subject Statistics
• Areas of interest Actuarial Studies, Finance, Statistics
• Academic career PGRD
• Course convener
• Dr Hanlin Shang
• Mode of delivery In Person
• Offered in First Semester 2014
Applied Time Series Analysis (STAT8002)

This course considers statistical techniques to evaluate processes occurring through time. It introduces students to time series methods and the applications of these methods to different types of data in various contexts (such as actuarial studies, climatology, economics, finance, geography, meteorology, political science, risk management, and sociology). Time series modelling techniques will be considered with reference to their use in forecasting where suitable. While linear models will be examined in some detail, extensions to non-linear models will also be considered.

The topics will include: deterministic models; linear time series models, stationary models, homogeneous non-stationary models; the Box-Jenkins approach; intervention models; non-linear models; time-series regression; time-series smoothing; case studies. Statistical software R will be used throughout this course.

Heavy emphasis will be given to fundamental concepts and applied work. Since this is a course on applying time series techniques, different examples will be considered whenever appropriate.

## Learning Outcomes

Upon successful completion, students will have the knowledge and skills to:

Upon successful completion of the requirements for this course, students will be able to:

• Understand and apply the concept of stationarity to the analysis of time series data in various contexts (such as actuarial studies, climatology, economics, finance, geography, meteorology, political science, and sociology);
• Use the Box-Jenkins approach to model time series data empirically;
• Run and interpret time-series models and regression models for time series
• Use multivariate time-series models such as vector autoregression (VAR) to analyse time series data
• Develop fundamental research skills (such as data collection, data processing, and model estimation and interpretation) in applied time series analysis.

## Other Information

See the course outline on the College courses page. Outlines are uploaded as they become available.

## Indicative Assessment

Assignments: 40%

Final Examination: 60%

The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.

Students are expected to commit 18 hours/week to completing the work.

## Requisite and Incompatibility

To enrol in this course you must have completed STAT2001/STAT6039 and STAT2008/STAT6038 or enrolment in the Master of Applied Statistics

## Fees

Tuition fees are for the academic year indicated at the top of the page.

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Students continuing in their current program of study will have their tuition fees indexed annually from the year in which you commenced your program. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
2
Unit value:
6 units

If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees.  Where there is a unit range displayed for this course, not all unit options below may be available.

Units EFTSL
6.00 0.12500

## Course fees

Domestic fee paying students
Year Fee Description
1994-2003 \$2916
2014 \$3246
2013 \$3240
2012 \$3240
2011 \$3240
2010 \$3240
2009 \$3240
2008 \$3240
2007 \$3240
2006 \$3240
2005 \$3234
2004 \$2916
International fee paying students
Year Fee
1994-2003 \$3234
2014 \$3948
2013 \$3942
2012 \$3942
2011 \$3942
2010 \$3942
2009 \$3618
2008 \$3618
2007 \$3618
2006 \$3534
2005 \$3234
2004 \$3234
Note: Please note that fee information is for current year only.

## Offerings, Dates and Class Summary Links

ANU utilises MyTimetable to enable students to view the timetable for their enrolled courses, browse, then self-allocate to small teaching activities / tutorials so they can better plan their time. Find out more on the Timetable webpage.

The list of offerings for future years is indicative only.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.

### First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
3559 17 Feb 2014 07 Mar 2014 31 Mar 2014 30 May 2014 In Person N/A

Responsible Officer: Registrar, Student Administration / Page Contact: Website Administrator / Frequently Asked Questions