University of St Andrews

Key information

SCOTCAT credits : 15

ECTS credits : 7

Level : SCQF level 10

Semester: 2

Planned timetable: TBC

This module provides an introduction to the forecasting of time series using both 'classical' moving average and exponential smoothing techniques and the Box-Jenkins approach. The syllabus includes: forecasting using moving average and exponential smoothing methods for constant mean and trend models, Holt-Winters method for seasonal models, the ARIMA class of models, fitting and forecasting for Box-Jenkins models.

Learning and teaching methods and delivery

Weekly contact:

Scheduled learning hours: 30

Guided independent study hours: 120

Assessment pattern

As used by St Andrews:

As defined by QAA
Written examinations : 100%
Practical examinations : 0%
Coursework: 0%

Personnel