120 credits in science/engineering. Participation in Inference Theory I or Probability and Statistics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Stationary time series. ARIMA processes. Box-Jenkin's method for model adaptation. Prediction. Seasonal modelling. Spectral theory, smoothing methods for spectral estimation, Kalman filter. ARCH and GARCH models. Software for analysis of time series.
