MATH5845 is an honours and postgraduate mathematics/statistics course. See the course overview below

Units of credit: 6

Cycle of offering: Term 2 

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: The course outline will be linked within the course offering table for the term applicable. Outlines will be made available prior to the start of the applicable term. 

Important additional information as of 2023

UNSW Plagiarism Policy

The University requires all students to be aware of its policy on plagiarism.

For courses convened by the School of Mathematics and Statistics no assistance using generative AI software is allowed unless specifically referred to in the individual assessment tasks.

If its use is detected in the no assistance case, it will be regarded as serious academic misconduct and subject to the standard penalties, which may include 00FL, suspension and exclusion.

The online handbook entry contains information about the course. The timetable is only up-to-date if the course is being offered this year.

If you are currently enrolled in MATH5845, you can log into UNSW Moodle for this course.

Course overview

This course is concerned with the theory and application of appropriate statistical techniques for analysis of time series data; data that is collected over time. The course will begin with the theory of stationary time series, methods for trend and seasonal analysis and adjustment, modelling and forecasting with autoregressive moving average processes, modelling the impact of exogenous or intervention variables on responses, models for stochastic volatility.

Applications will primarily be drawn from two areas: finance and public health. In this course you will develop a sound understanding of the time domain properties and common models for stationary and non-stationary time series in discrete time, and will be able to use the R package to perform appropriate analyses.