Time Series Econometrics
7.5 credits
Course, Master's level, 2ST111
Expand the information below to show details on how to apply and entry requirements.
Autumn 2026 Autumn 2026, Uppsala, 50%, On-campus, English
- Location
- Uppsala
- Pace of study
- 50%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 31 August 2026–3 November 2026
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in statistics, or 120 credits including 60 credits in statistics and 30 credits in mathematics and/or computer science.
- Selection
-
Higher education credits (maximum 285 credits)
- 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 17,250
- Total tuition fee: SEK 17,250
- Application deadline
- 15 April 2026
- Application code
- UU-26619
Admitted or on the waiting list?
- Registration period
- 3 August 2026–24 August 2026
- Information on registration from the department
About the course
The course is the first course in a time series analysis 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 co-integration will be covered.