ETC3450

Time series analysis for business and economics ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Mr John Stapleton

Offered:
Clayton Second semester 2006 (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