ECON896: Applied Time Series Analysis
The aim of this unit is to impart an understanding of the coneptual and practical issues involved in modelling stationary and non-stationary time series. The approach taken is structural modelling, rather than pure time series techniques (eg Box Jenkins). The unit has a strong practical bias and the emphasis on econometric theory is kept to a minimum. The prerequisite is a familiarity with the basic linear regression model. The mathematics involved is mainly algebraic manipulation. Applications will primarily be demonstrated with Gretl and CATS for RATS.
| Credit Points: | 4 |
| Contact Hours: | 3 |
| When Offered: | D1 - Day; Offered in the first half-year |
| Staff Contact: | Associate Professor Roselyne Joyeux |
| Prerequisites: | ECON634 |
| Corequisites: | |
| NCCWs: | ECON334 |
| Unit Designations: |
Commerce
Economics |
| Assessed As: | Graded |
| Offered By: |
Department of Economics Faculty of Business and Economics |