ETW3450 Applied time series econometrics
Faculty of Business and Economics
ETW3450 Applied time series econometrics is a level 3, 6-credit-point, undergraduate unit from the Faculty of Business and Economics, offered in 2022 in Semester 1 at Malaysia. It needs ETW2510, ETC2410, ETC3440 or ETF2100.
- Credit points
- 6
- Offered in 2022
- Semester 1
- Malaysia
- Assessment
- Exam 40%
- and 1 other task
- Workload
- 144 hours
- per semester
This is the 2022 handbook entry. See the 2027 entry.
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Requisites
Before ETW3450
Prerequisites
Pass these before you enrol.
Prohibitions
You can't enrol if you have passed any of these.
After ETW3450
No unit lists ETW3450 as a prerequisite in the 2022 handbook.
Equivalent units
The same content under another code. Only one of them counts.
Overview
Time series is any series of observations ordered along a time dimension. This unit introduces you to the theory and application of time series methods in econometrics. Topics covered will include modern univariate and multivariate models of stationary and non-stationary time series. You will be able to undertake independent time series analysis on a range of business and economic data. You can also expect to enhance their computer skills in R when conducting empirical analysis.
Offerings in 2022
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Malaysia | On campus |
Assessment
- Within semester assessment60%
- Examination40%
Learning outcomes
When you finish this unit, you should be able to:
- 1
derive and recognise statistical properties of stationary and non-stationary time series processes
- 2
perform informal and formal tests for unit roots in univariate time series
- 3
develop appropriate models for multivariate stationary and non-stationary time series
- 4
conduct statistical inference on multivariate stationary and non-stationary time series.
Workload and teaching
- Teaching approachPeer assisted learning
- Teaching approachActive 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. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
Where it fits
ETW3450 is part of 2 areas of study in the 2022 handbook.
Contacts
- Chief Examiners
- Dr Jason Ng Wei Jian
Common questions
What are the prerequisites for ETW3450?
You need ETW2510, ETC2410, ETC3440 or ETF2100 before you enrol.
When is ETW3450 offered?
In 2022, ETW3450 runs in Semester 1 at Malaysia.
How much work is ETW3450?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does ETW3450 have an exam?
Yes. The exam is worth 40% of the final mark, alongside 1 other task.
Which majors and minors include ETW3450?
ETW3450 is part of Econometrics and business statistics.