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 modelling 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.
School: La Trobe Business School (Pre 2022)
Credit points: 15
Subject Co-ordinator: Heidi Ryoo
Available to Study Abroad/Exchange Students: Yes
Subject year level: Year Level 3 - UG
Available as Elective: No
Learning Activities: Lectures, workshops, prescribed reading.
Capstone subject: Yes
Subject particulars
Subject rules
Prerequisites: ECM2IE or ECO2EME or permission from the coordinator
Co-requisites: N/A
Incompatible subjects: N/A
Equivalent subjects: N/A
Quota Management Strategy: N/A
Quota-conditions or rules: N/A
Special conditions: N/A
Minimum credit point requirement: N/A
Assumed knowledge: N/A
Career Ready
Career-focused: No
Work-based learning: No
Self sourced or Uni sourced: N/A
Entire subject or partial subject: N/A
Total hours/days required: N/A
Location of WBL activity (region): N/A
WBL addtional requirements: N/A