Time Series Analysis and Forecasting

Subject 316-350 (2008)

Note: This is an archived Handbook entry from 2008.Search for this in the current handbook

Credit Points: 12.500
Level: Undergraduate
Dates & Locations:

This subject has the following teaching availabilities in 2008:

Semester 2, - Taught on campus.
Pre-teaching Period Start not applicable
Teaching Period not applicable
Assessment Period End not applicable
Last date to Self-Enrol not applicable
Census Date not applicable
Last date to Withdraw without fail not applicable


Timetable can be viewed here. For information about these dates, click here.
Time Commitment: Contact Hours: Two 1-hour lectures and a 1-hour tutorial/practice class per week
Total Time Commitment: Not available
Prerequisites: 316-317 Econometrics or 316-316 Basic Econometrics or both 620-201 Probability and 620-202 Statistics.
Corequisites: None
Recommended Background Knowledge: None
Non Allowed Subjects: None
Core Participation Requirements:

For the purposes of considering request for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Student Support and Engagement Policy, academic requirements for this subject are articulated in the Subject Overview, Learning Outcomes, Assessment and Generic Skills sections of this entry.

It is University policy to take all reasonable steps to minimise the impact of disability upon academic study, and reasonable adjustments will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact on meeting the requirements of this subject are encouraged to discuss this matter with a Faculty Student Adviser and Student Equity and Disability Support: http://services.unimelb.edu.au/disability

Coordinator

TBA
Subject Overview:

Normally topics will include current techniques used in forecasting in finance, accounting and economics such as regression models, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, cointegration and forecast evaluation, and ARCH models. The computer software used is Eviews.

Assessment: A 2-hour end-of-semester examination (60%) and empirical exercises equivalent to 4000 words (40%).
Prescribed Texts: Prescribed Texts:Applied Econometric Time Series (W Enders), (2nd edn), Wiley, 2003
Breadth Options: This subject is a level 2 or level 3 subject and is not available to new generation degree students as a breadth option in 2008.
This subject or an equivalent will be available as breadth in the future.
Breadth subjects are currently being developed and these existing subject details can be used as guide to the type of options that might be available.
2009 subjects to be offered as breadth will be finalised before re-enrolment for 2009 starts in early October.
Fees Information: Subject EFTSL, Level, Discipline & Census Date
Generic Skills:

  • High level of development: written communication; problem solving.

  • Moderate level of development: statistical reasoning; application of theory to practice; interpretation and analysis; critical thinking; synthesis of data and other information; evaluation of data and other information; use of computer software; accessing data and other information from a range of sources; receptiveness to alternative ideas.

  • Some level of development: collaborative learning; team work.
Related Course(s): Bachelor of Arts
Postgraduate Diploma In Economics

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