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
Rules
Enrolment Rule
Contacts
Chief Examiner(s)
Mr John Stapleton
Teaching approach
Active learning
Problem-based learning
Assessment
1 - Within semester assessment
2 - Examination
Scheduled and non-scheduled teaching activities
Lectures
Tutorials
Workload requirements
Workload
Other unit costs
Costs are indicative and subject to change.
Electronics, calculators and tools: $40