Time Series Analysis and Forecasting

Subject ECOM30004 (2011)

Note: This is an archived Handbook entry from 2011.

Credit Points: 12.50
Level: 3 (Undergraduate)
Dates & Locations:

This subject has the following teaching availabilities in 2011:

Semester 2, Parkville - 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:

One of:

Subject
Study Period Commencement:
Credit Points:
Semester 1
12.50
Semester 1
12.50
OR both of the following:
Subject
Study Period Commencement:
Credit Points:
Semester 1
12.50
Semester 2
12.50
Corequisites: None
Recommended Background Knowledge: Please refer to Prerequisites and Corequisites.
Non Allowed Subjects: None
Core Participation Requirements: For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.

The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/

Coordinator

Mr Maurice Ng

Contact

wng@unimelb.edu.au

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.

Objectives: Information not available.
Assessment:

A 2-hour end-of-semester examination (60%) and empirical exercises equivalent to 4000 words (40%).
Prescribed Texts:

Applied Econometric Time Series (W Enders), (2nd edn), Wiley, 2003

Breadth Options:

This subject potentially can be taken as a breadth subject component for the following courses:

You should visit learn more about breadth subjects and read the breadth requirements for your degree, and should discuss your choice with your student adviser, before deciding on your subjects.

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): Master of Accounting
Master of Accounting
Related Majors/Minors/Specialisations: Economics
Economics
Economics Major

Download PDF version.