units

ETC3450

Faculty of Business and Economics

Undergraduate - Unit

This unit entry is for students who completed this unit in 2014 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

print version

6 points, SCA Band 3, 0.125 EFTSL

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered, or view unit timetables.

LevelUndergraduate
FacultyFaculty of Business and Economics
Organisational UnitDepartment of Econometrics and Business Statistics
OfferedClayton Second semester 2014 (Day)
Coordinator(s)Mr John Stapleton

Synopsis

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.

Outcomes

The learning goals associated with this unit are 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.

Assessment

Within semester assessment: 40%
Examination: 60%

Chief examiner(s)

Workload requirements

4 hours per week

Prerequisites

Students must have passed either ETC2410 or ECC2410 before undertaking this unit

Prohibitions

ETC4345