ETC3450

Time series analysis for business and economics (6 points)

(BUS)

Leader: Associate Professor Brett Inder

Offered:
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