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Applied Time Series Analysis - ECON896
The aim of this unit is to impart an understanding of the conceptual 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 |
| When Offered: | D1 - Day; Offered in Session 1, North Ryde |
| Staff Contact(s): | Associate Professor Roselyne Joyeux |
| Prerequisites: |
4cp in ACCG or ACST or BUS or ECON or MKTG units at 600 level |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Economics Faculty of Business and Economics |
Timetable Information
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