Time Series Econometrics
Uppsala University
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End date:
Pace of study: 50 %
Published education catalogue
Time Series Econometrics
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: 2ST111
The course is the first course in a time series analysis 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 co-integration will be covered.
Entry requirements
120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science.
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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Last changed according to the source: 2026-02-12T18:37:25