ETC4350 - Survey data analysis
6 points, SCA Band 2, 0.125 EFTSL
Leader: Dr Neil Diamond and Professor Felix Mavondo
Offered
Clayton Second semester 2007 (Day)
Synopsis
As for ETC3500
Objectives
The learning objectives of this unit are to:
- model and forecast stationary autoregressive and moving average time series;
- test for unit roots in univariate time series;
- analyse the relationships between multiple, stationary time series;
- test for, estimate and interpret the long run relationships between nonstationary time series.
Assessment
As for ETC3500 but with different examination structure
Contact hours
Two 1-hour lectures and one 2-hour tutorial per week
Prerequisites
At least one of ETC2400, ETC2410, ETC2430, ETC2450, ETC2500