Time Series Analysis
Course, Bachelor's level, 2ST093
Expand the information below to show details on how to apply and entry requirements.
Spring 2026 Spring 2026, Uppsala, 100%, On-campus, Swedish
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 24 March 2026–30 April 2026
- Language of instruction
- Swedish
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
- Selection
-
Final school grades (60%) - Swedish Scholastic Aptitude Test (40%)
- Fees
- If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- First tuition fee instalment: SEK 11,250
- Total tuition fee: SEK 11,250
- Application deadline
- 15 October 2025
- Application code
- UU-76606
Admitted or on the waiting list?
- Registration period
- 18 December 2025–18 January 2026
- Information on registration from the department
Spring 2026 Spring 2026, Uppsala, 100%, On-campus, Swedish For exchange students
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 24 March 2026–30 April 2026
- Language of instruction
- Swedish
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
Admitted or on the waiting list?
- Registration period
- 18 December 2025–18 January 2026
- Information on registration from the department
Expand the information below to show details on how to apply and entry requirements.
Autumn 2026 Autumn 2026, Uppsala, 100%, On-campus, English
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 4 November 2026–6 December 2026
- Language of instruction
- English
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
- Selection
-
Final school grades (60%) - Swedish Scholastic Aptitude Test (40%)
- Fees
- If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- First tuition fee instalment: SEK 12,375
- Total tuition fee: SEK 12,375
- Application deadline
- 15 April 2026
- Application code
- UU-26606
Admitted or on the waiting list?
- Registration period
- 23 July 2026–23 August 2026
- Information on registration from the department
Autumn 2026 Autumn 2026, Uppsala, 100%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 4 November 2026–6 December 2026
- Language of instruction
- English
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
Admitted or on the waiting list?
- Registration period
- 23 July 2026–23 August 2026
- Information on registration from the department
Expand the information below to show details on how to apply and entry requirements.
Spring 2027 Spring 2027, Uppsala, 100%, On-campus, English
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 25 March 2027–2 May 2027
- Language of instruction
- English
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
- Selection
-
Final school grades (60%) - Swedish Scholastic Aptitude Test (40%)
- Fees
- If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- First tuition fee instalment: SEK 12,375
- Total tuition fee: SEK 12,375
- Application deadline
- 15 October 2026
- Application code
- UU-76606
Admitted or on the waiting list?
- Registration period
- 25 February 2027–18 March 2027
- Information on registration from the department
Spring 2027 Spring 2027, Uppsala, 100%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 100%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 25 March 2027–2 May 2027
- Language of instruction
- English
- Entry requirements
-
At least 15 credits from Statistics A, 30 credits
Admitted or on the waiting list?
- Registration period
- 25 February 2027–18 March 2027
- Information on registration from the department
About the course
The course is about linear time series models 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 Granger Causality will be covered.