Monash University Handbooks 2008

ETC3450 - Time series analysis for business and economics

6 points, SCA Band 3, 0.125 EFTSL

Undergraduate Faculty of Business and Economics

Leader: Mr John Stapleton

Offered

Clayton Second semester 2008 (Day)

Synopsis

This unit provides an introduction to modern time series methods. The topics covered include a review of stationary, univariate ARMA models, stochastic and deterministic trends, testing for unit roots, vector auto regressions, multivariate cointegration and error correction models.

Objectives

The learning objectives of this unit are to:

Assessment

Within semester assessment: 40%
Examination (2 hours): 60%

Contact hours

Two 1-hour lectures and one 2-hour tutorial per week

Prerequisites

ETC2410

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