Time Series Analysis
Course, Bachelor's level, 2ST093
Autumn 2024 Autumn 2024, Uppsala, 100%, On-campus, The course will be taught in English, if needed
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 6 November 2024–6 December 2024
- Language of instruction
- The course will be taught in English, if needed
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
- Selection
-
Final school grades (60%) - Swedish Scholastic Aptitude Test (40%)
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- First tuition fee instalment: SEK 11,250
- Total tuition fee: SEK 11,250
- Application deadline
- 15 April 2024
- Application code
- UU-26606
Admitted or on the waiting list?
- Registration period
- 25 July 2024–25 August 2024
- Information on registration from the department
Autumn 2024 Autumn 2024, Uppsala, 100%, On-campus, The course will be taught in English, if needed For exchange students
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 6 November 2024–6 December 2024
- Language of instruction
- The course will be taught in English, if needed
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
Admitted or on the waiting list?
- Registration period
- 25 July 2024–25 August 2024
- Information on registration from the department
Spring 2025 Spring 2025, Uppsala, 100%, On-campus, The course will be taught in English, if needed
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 25 March 2025–29 April 2025
- Language of instruction
- The course will be taught in English, if needed
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
- Selection
-
Final school grades (60%) - Swedish Scholastic Aptitude Test (40%)
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- First tuition fee instalment: SEK 11,250
- Total tuition fee: SEK 11,250
- Application deadline
- 15 October 2024
- Application code
- UU-76606
Admitted or on the waiting list?
Spring 2025 Spring 2025, Uppsala, 100%, On-campus, The course will be taught in English, if needed For exchange students
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 25 March 2025–29 April 2025
- Language of instruction
- The course will be taught in English, if needed
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
Admitted or on the waiting list?
About the course
The course is about linear time series models focusing on stochastic processes in discrete time. The course covers the Box-Jenkins approach to ARIMA models, that is Identification, Estimation, Evaluation and Forecasting. Fundamental concepts such as stationarity, random walks, seasonality, and Granger Causality will be covered.