University of the Western Cape
Private Bag X17 Bellville 7535 South Africa Telegraph : UNIBELL Telex: 526661
Statistics and Population Studies Department
Science Faculty
Telephone:
Fax:
e-mail:
(27) (21) 959-3034/9
(27) (21) 959 2909
rblignaut@uwc.ac.za
Time Series Analysis Outline
4th term 2013
Table of Contents
PAGE
Part A. General Information
2
1.
Teaching Staff and Contact Times
2
2.
Module Overview
2
Part B. Teaching and learning
3
3.
Teaching and Learning activities
3
4.
Module Schedule
3
5.
Materials
3
6.
Graduate Attributes, Learning outcomes and Assessment
4
7.
Evaluation of the learning and teaching
5
Part C. General Information
8.
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Academic Honesty
5
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Part A. General Information
Welcome to the Time Series Analysis course. This course is an elective module.
1.Module Coordinator and Lecturer:
Name
Room and building
Phone number
Email
Consultation hours
Prof. Chris Koen
Office no. 3.22
021 959 3258
ckoen@uwc..ac.za
Whenever I’m in my office, or by appointment.
Class times
Time(s): Mondays 14h00-16h00 & Fridays 11h0013h00
1. Module Overview
The course is based on notes developed Dr. D. Potgieter (formerly at University of
Johannesburg), available from Mr. Selbourne. Optional supplementary reading:
1. The Analysis of Time Series – an Introduction, by C. Chatfield (any edition).
2. Any other recently published textbook on Time Series Analysis
Guide:
1 The key focus or
purpose of this
module
2 How this module
relates to previously
studied modules
3 How this module
prepares students
for subsequent
modules
4 How this modules
relates to the
degree/discipline/
programme/s
The theory and application of Time Series Analysis methods.
It is assumed that students are familiar with all statistical theory
covered in undergraduate modules. Analysis of dependent data
is introduced.
This course is an introduction to Time Series Analysis. It
provides essentials necessary for more advanced methods.
The module deals with the analysis of dependent, rather than
independent, data.
Main Outcomes
Students should be able to fit models to a variety of time series
types.
Main Content
Method of moments estimation; the delta method; maximum
likelihood estimation; estimating equations; exact and
approximate confidence intervals; size and power of hypothesis
tests; likelihood ratio testing
B-degree with a major in Statistics or equivalent with
Mathematics II
Pre-requisites
Co-requisites
Prohibited
Combinations
Methods of
2012
None
Test and a final examination
-2-
Students
Assessment
Part B. Teaching and Learning
2. Teaching and learning activities
The mode of teaching is face-to-face in weekly classes for one term. Activities include a
lecture, with practical work on computers. Datasets will be made available so that students
can exercise also in their own time.
3. Module Schedule
Week of:
Theory preparation
Lecture 1:
Lecture 2:
Lecture 3:
Lecture 4:
Lecture 5:
Test
Lecture 6:
Lecture 7:
Lecture 8
Notes chapters 1 and 2
Chapter 3
Chapters 3, 4
Chapter 4
Chapter 5
First 5 chapters of notes
Chapters 6, 8
Chapter 7 and practical work
Practical work
Exam
Date to be decided
4. Materials
Prescribed text:
Time Series Analysis notes, by Dr. D. Potgieter
Please purchase form the Departmental Secretary, Mr. Selbourne
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Graduate Attributes, Learning Outcomes and Assessment
Include a Table showing the alignment of learning outcomes, graduate attributes and
assessment tasks
UWC
Graduate
Attributes
Learning
outcomes
Teaching/Learning
Assessment tasks and
activities
criteria
Inquiry-focused
Time series analysis
knowledge and
application skills.
Class discussion;
in-class questions;
pre-reading and
preparation;
computer applications
Analyse supplied
datasets; work
through assignments.
Applied time series
analysis.
Critically and
relevantly
literate
Autonomous
and
collaborative
Skilled
communicato
rs
Interpersonal
flexibility and
confidence to
engage
across
difference
2012
Conduct research
using the library, the
web and other
sources of
information.
Begin to develop
life-long learning
capabilities and to
see one’s discipline
in a wider context.
Present a clear,
well-structured
approach to a
problem
Work productively in
co-operative
learning groups
Reading on identified
topics. Oral
responses in class.
Reading and
application tasks
Learn how to
approach a problem
Collaborative analysis
work
-4-
Semester
test and final
exam
questions
Semester
test and final
exam
questions
Semester
test and final
exam
questions
Types and due dates of assessment for Time Series Analysis (COF711)
Type
Weighting Submission date
2. Mid-semester test(s)
3. Final examination
Total
40%
60%
100%
To be announced
to be announced
Students need to get at least 50% in their exam to pass this course.
Description and explanation of assessment activities
Written tests and examinations – test understanding of the underlying statistical and
mathematical concepts.
Feedback on assessment
Test marks and feedback will be given within two weeks.
Special Consideration and additional assessments to be made explicit to
students
Refer to the General UWC Calendar about rules regarding special/sick exams.
http://www.uwc.ac.za/usrfiles/users/1032080519/2012_General_Calendar_%28Final%29.
pdf p39.
5. Evaluation of the learning and teaching on the module
This module will be evaluated by students who will complete an anonymous pen-and
paper questionnaire at the end of the semester. Student comments will also be collated
and summarized to improve the presentation of the module in future.
Part C. General Information
6. Academic honesty
Please adhere to UWC rules regarding academic honesty as described the General
Calendar
http://www.uwc.ac.za/usrfiles/users/1032080519/2012_General_Calendar_%28Final%29.
pdf p44, 75-77
2012
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