Note: This is an archived Handbook entry from 2013.
|Dates & Locations:|| |
This subject is not offered in 2013.
|Time Commitment:||Contact Hours: Two 1-hour lectures and a 1-hour tutorial/practice class per week. |
Total Time Commitment: Estimated total time commitment of 120 hours per semester
|Prerequisites:|| ECOM9002 Econometrics or ECOM90001 Basic Econometrics |
Study Period Commencement:
Not offered in 2013
Not offered in 2013
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:|| ECOM30004 Time Series Analysis and Forecasting |
|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/
|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, ARCH models. The computer software used is EVIEWS.|
|Objectives:||On successful completion of this subject students should be able to: |
|Prescribed Texts:||You will be advised of prescribed texts by your lecturer.|
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
On successful completion of this subject, students should have improved the following generic skills:
|Notes:||Students may not gain credit for both ECOM90004 Time Series Analysis and Forecasting and ECOM30004 Time Series Analysis and Forecasting.|
Master of Commerce - Finance |
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