Time Series Analysis
Uppsala University
Uppsala
Start date:
End date:
Pace of study: 100 %
Published education catalogue
Time Series Analysis
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: 2ST093
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.
Entry requirements
At least 15 credits from Statistics A, 30 credits
Education offerings
Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.
Source and updates
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Checksum: 1b0dc54c0fc8a359f83ba9dc8f9d468479ce432de4c03bce3b8b33dd67fe3f6c
Last changed according to the source: 2026-04-07T13:40:01