ETC3450 Time series analysis for business and economics
Faculty of Business and Economics
ETC3450 Time series analysis for business and economics is a level 3, 6-credit-point, undergraduate unit from the Faculty of Business and Economics, offered in 2020 in Semester 2 at Clayton. It needs ETS2410, ETW2410, ETC2410 or ETF2100.
- Credit points
- 6
- Offered in 2020
- Semester 2
- Clayton
- Assessment
- Exam 60%
- and 1 other task
- Workload
- 144 hours
- per semester
This is the 2020 handbook entry. See the 2027 entry.
Reviews
No reviews yetNo reviews yet. Be the first to review ETC3450.
Requisites
Before ETC3450
Prohibitions
You can't enrol if you have passed any of these.
Prerequisites
Pass these before you enrol.
After ETC3450
No unit lists ETC3450 as a prerequisite in the 2020 handbook.
Equivalent units
The same content under another code. Only one of them counts.
Overview
This unit provides an introduction to modern time series methods. The topics covered include a review of stationary, univariate ARMA models, stochastic and deterministic trends, testing for unit roots, vector auto regressions, multivariate cointegration and error correction models.
Offerings in 2020
| Teaching period | Campus | Mode |
|---|---|---|
| Second semester | Clayton | On campus |
Assessment
- Within semester assessment40%
- ExaminationThreshold hurdle60%
Learning outcomes
When you finish this unit, you should be able to:
- 1
model and forecast stationary autoregressive and moving average time series
- 2
test for unit roots in univariate time series
- 3
analyse the relationships between multiple, stationary time series
- 4
test for, estimate and interpret the long run relationships between non-stationary time series.
Workload and teaching
- Laboratories18 hours
- Lectures24 hours
- Teaching approachPeer assisted learning
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
Where it fits
ETC3450 is part of 1 area of study in the 2020 handbook.
Contacts
- Chief Examiners
- Mr John Stapleton
Common questions
What are the prerequisites for ETC3450?
You need ETS2410, ETW2410, ETC2410 or ETF2100 before you enrol.
When is ETC3450 offered?
In 2020, ETC3450 runs in Semester 2 at Clayton.
How much work is ETC3450?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does ETC3450 have an exam?
Yes. The exam is worth 60% of the final mark, alongside 1 other task.
Which majors and minors include ETC3450?
ETC3450 is part of Econometrics.