[an error occurred while processing this directive]
Home Monash Info News and Events Campuses and Faculties Monash University
Monash University Handbooks


Time series analysis for business and economics (6 points)


Leader: Associate Professor Brett Inder

Clayton Second semester 2003 (Day)
Clayton Second semester 2004 (Day)

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%

Contact Hours: Two 1-hour lectures and one 2-hour tutorial per week

Prerequisites: ETC2450

Help | Contacts | Site Map | Staff Directory | Search