ETC5345 Time series analysis for business and economics
Faculty of Business and Economics
ETC5345 Time series analysis for business and economics is a level 5, 6-credit-point, postgraduate unit from the Faculty of Business and Economics, offered in 2020 in Semester 2 at Clayton. It needs ETC2410, ETW2410, ETF2100, ETC3440, ETF5910 or ETS2410.
- 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.
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Requisites
Before ETC5345
Prerequisites
Pass these before you enrol.
Prohibitions
You can't enrol if you have passed any of these.
After ETC5345
No unit lists ETC5345 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
- 5
describe the use of methods learnt during the course of this unit in business and economics.
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.
Contacts
- Chief Examiners
- Mr John Stapleton
Common questions
What are the prerequisites for ETC5345?
You need ETC2410, ETW2410, ETF2100, ETC3440, ETF5910 or ETS2410 before you enrol.
When is ETC5345 offered?
In 2020, ETC5345 runs in Semester 2 at Clayton.
How much work is ETC5345?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does ETC5345 have an exam?
Yes. The exam is worth 60% of the final mark, alongside 1 other task.