ecm3ite intro time series econometrics
INTRODUCTION TO TIME SERIES ECONOMETRICS
ECM3ITE
Not currently offered
Credit points: 15
Subject outline
The purpose of this subject is to introduce students to the theoretical and applied aspects of univariate time-series modeling in Economics and Finance. The topics to be discussed include the motivation for time series analysis and forecasting, time series decomposition, exponential smoothing, difference equations, the Box-Jenkins methodology, intervention analysis, transfer function models, stochastic trends, and unit-root testing. There will be a strong focus on applications and on the use of the EViews time series software package.
SchoolLa Trobe Business School
Credit points15
Subject Co-ordinatorHeidi Ryoo
Available to Study Abroad StudentsYes
Subject year levelYear Level 3 - UG
Exchange StudentsYes
Subject particulars
Subject rules
Prerequisites ECM2IE or ECO2EME or permission from the coordinator
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Special conditionsN/A
Learning resources
Readings
| Resource Type | Title | Resource Requirement | Author and Year | Publisher |
|---|---|---|---|---|
| Readings | TBA | Prescribed | TBA | TBA |
Graduate capabilities & intended learning outcomes
01. Upon successful completion of this subject, you should be able to understand various univariate and multivariate time-series econometric procedures.
- Activities:
- Lectures, workshops, prescribed reading
- Related graduate capabilities and elements:
- Information Literacy(Information Literacy)
- Creative Problem-solving(Creative Problem-solving)
- Critical Thinking(Critical Thinking)
02. Upon successful completion of this subject, you should be able to identify the appropriate procedures for various problems in economics, finance and business in general.
- Activities:
- Lectures, workshops, prescribed reading
- Related graduate capabilities and elements:
- Critical Thinking(Critical Thinking)
- Creative Problem-solving(Creative Problem-solving)
- Information Literacy(Information Literacy)
03. Upon successful completion of this subject, you should be able to perform these procedures and interpret their results.
- Activities:
- Lectures, workshops, prescribed reading
- Related graduate capabilities and elements:
- Critical Thinking(Critical Thinking)
- Information Literacy(Information Literacy)
- Creative Problem-solving(Creative Problem-solving)
04. Upon successful completion of this subject, you should be able to apply these techniques with EViews.
- Activities:
- Lectures, workshops, prescribed reading
- Related graduate capabilities and elements:
- Creative Problem-solving(Creative Problem-solving)
- Critical Thinking(Critical Thinking)
- Information Literacy(Information Literacy)
05. Upon successful completion of this subject, you should be able to write a report and present your results.
- Activities:
- Lectures, workshops, prescribed reading
- Related graduate capabilities and elements:
- Information Literacy(Information Literacy)
- Creative Problem-solving(Creative Problem-solving)
- Critical Thinking(Critical Thinking)
Subject options
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