Undergraduate - UnitETC3450 - Time series analysis for business and economics

This unit entry is for students who completed this unit in 2013 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

print version

6 points, SCA Band 3, 0.125 EFTSL

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Level	Undergraduate
Faculty	Faculty of Business and Economics
Organisational Unit	Department of Econometrics and Business Statistics
Offered	Clayton Second semester 2013 (Day)
Coordinator(s)	Mr John Stapleton

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.

Outcomes

The learning goals associated with 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 non-stationary time series.

Assessment

Within semester assessment: 40%
Examination: 60%

Chief examiner(s)

Professor Heather Anderson

Contact hours

4 hours per week

Prerequisites

Students must have passed either ETC2410 or ECC2410 before undertaking this unit

Prohibitions

ETC4345