Academic Year:  2018/9 
Owning Department/School:  Department of Mathematical Sciences 
Credits:  6 [equivalent to 12 CATS credits] 
Notional Study Hours:  120 
Level:  Honours (FHEQ level 6) 
Period: 
 Semester 2

Assessment Summary:  CW 25%, EX 75% 
Assessment Detail: 
 Coursework (CW 25%)
 Examination (EX 75%)

Supplementary Assessment: 
 Likeforlike reassessment (where allowed by programme regulations)

Requisites: 
Before taking this module you must take MA20227

Description:
 Aims: To introduce a variety of statistical models for time series, cover the main methods for analysis and give practical experience in fitting such models.
Learning Outcomes: At the end of the course, the student should be able to:
* compute and interpret a correlogram and a sample spectrum;
* derive the properties of ARIMA and statespace models;
* choose an appropriate ARIMA model for a given set of data and fit the model using R;
* compute forecasts for a variety of linear methods and models.
Skills: Numeracy T/F A
Problem Solving T/F A
Written and Spoken Communication F
Content: Introduction: Examples, simple descriptive techniques, trend, seasonality, the correlogram.
Probability models for time series: Stationarity; moving average (MA), autoregressive (AR), ARMA and ARIMA models.
Estimating the autocorrelation function and fitting ARIMA models.
Forecasting: Exponential smoothing, Forecasting from ARIMA models.
Stationary processes in the frequency domain: The spectral density function, the periodogram, spectral analysis.
Statespace models: Dynamic linear models and the Kalman filter.

Programme availability: 
MA30085 is Optional on the following programmes:
Department of Economics
 UHESAFB04 : BSc(Hons) Economics and Mathematics (Year 3)
 UHESAAB04 : BSc(Hons) Economics and Mathematics with Study year abroad (Year 4)
 UHESAKB04 : BSc(Hons) Economics and Mathematics with Year long work placement (Year 4)
 UHESACB04 : BSc(Hons) Economics and Mathematics with Combined Placement and Study Abroad (Year 4)
Department of Mathematical Sciences
 TSMAAFM08 : MSc Modern Applications of Mathematics
 TSMAAWM14 : MSc Modern Applications of Mathematics
 USMAAFB15 : BSc(Hons) Mathematical Sciences (Year 3)
 USMAAAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
 USMAAKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
 USMAAFB13 : BSc(Hons) Mathematics (Year 3)
 USMAAAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
 USMAAKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
 USMAAFB01 : BSc(Hons) Mathematics and Statistics (Year 3)
 USMAAAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 4)
 USMAAKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 4)
 USMAAFB05 : BSc(Hons) Statistics (Year 3)
 USMAAAB06 : BSc(Hons) Statistics with Study year abroad (Year 4)
 USMAAKB06 : BSc(Hons) Statistics with Year long work placement (Year 4)
 USMAAFM14 : MMath(Hons) Mathematics (Year 3)
 USMAAFM14 : MMath(Hons) Mathematics (Year 4)
 USMAAAM15 : MMath(Hons) Mathematics with Study year abroad (Year 4)
 USMAAKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)
 USMAAKM15 : MMath(Hons) Mathematics with Year long work placement (Year 5)
