ETC3450 - Time series analysis for business and economics

There is a more recent version of this academic item available.

Overview

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.

Offerings

S2-01-CLAYTON-ON-CAMPUS

Requisites

Prerequisite

Prohibition

Contacts

Chief Examiner(s)

Mr John Stapleton

Notes

IMPORTANT NOTICE:
Scheduled teaching activities and/or workload information are subject to change in response to COVID-19, please check your Unit timetable and Unit Moodle site for more details.

Teaching approach

Peer assisted learning

Assessment

1 - Within semester assessment

2 - Examination

Scheduled and non-scheduled teaching activities

Laboratories

Lectures

Workload requirements

Workload

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

Other unit costs

Costs are indicative and subject to change.
Electronics, calculators and tools: $40