ETC3450

Time series analysis for business and economics

(BUS)

Dr Nigel Wilkins

6 points + Two 1-hour lectures and one 2-hour tutorial per week + Second semester + Clayton + Prerequisite: ETC2450

Synopsis: Multivariate Box-Jenkins modelling; seasonality; causality testing; unit root testing; vector autoregressive modelling and cointegration analysis.

Assessment: Written (2 assignments): 40% + Examination (2 hours): 60%