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 (Pre 2022)

Credit points15

Subject Co-ordinatorHeidi Ryoo

Available to Study Abroad/Exchange StudentsYes

Subject year levelYear Level 3 - UG

Exchange StudentsNo

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

INQUIRY AND ANALYSIS - Creativity and Innovation

INQUIRY AND ANALYSIS - Critical Thinking and Problem Solving

Intended Learning Outcomes

01. Upon successful completion of this subject, you should be able to understand various univariate and multivariate time-series econometric procedures.

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.

03. Upon successful completion of this subject, you should be able to perform these procedures and interpret their results.

04. Upon successful completion of this subject, you should be able to apply these techniques with EViews.

05. Upon successful completion of this subject, you should be able to write a report and present your results.

Subject options

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Subject not currently offered - Subject options not available.