ecm3ite introduction to 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 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.
SchoolLa Trobe Business School
Credit points15
Subject Co-ordinatorHeidi Ryoo
Available to Study Abroad/Exchange StudentsYes
Subject year levelYear Level 3 - UG
Available as ElectiveNo
Learning ActivitiesLectures, workshops, prescribed reading.
Capstone subjectYes
Subject particulars
Subject rules
Prerequisites ECM2IE or ECO2EME or permission from the coordinator
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Quota Management StrategyN/A
Quota-conditions or rulesN/A
Special conditionsN/A
Minimum credit point requirementN/A
Assumed knowledgeN/A
Career Ready
Career-focusedNo
Work-based learningNo
Self sourced or Uni sourcedN/A
Entire subject or partial subjectN/A
Total hours/days requiredN/A
Location of WBL activity (region)N/A
WBL addtional requirementsN/A
Graduate capabilities & intended learning outcomes
Graduate Capabilities
Intended Learning Outcomes
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