ECON323-15S2 (C) Semester Two 2015

Time Series Methods

15 points

Details:
Start Date: Monday, 13 July 2015
End Date: Sunday, 15 November 2015
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 24 July 2015
  • Without academic penalty (including no fee refund): Friday, 9 October 2015

Description

Analysis of sequentially collected data including data modelling and forecasting techniques.

STAT317/ECON323 and STAT456/ECON614 are courses in Time Series Analysis. These courses introduce to the analysis of repeated observations over time, a type of data extremely common in every discipline.

These courses are suited to anyone with an interest in analysing data. We cover a wide range of topics, from the basic decomposition of a time series to advance topics such as spectral analysis.
The methods explained during the lectures are complemented by practical computer lab tutorials which make use of the software R, one of the preferred computer packages by many statisticians. In these courses we will show you how to use the package, enter, manipulate and analyse time series data in R.

Learning Outcomes

  • The courses will:

  • define time series data in an appropriate statistical framework
  • introduce to both basic and advanced methods in time series analysis
  • give you experience in writing scientific and technical reports You will be able to
  • describe and conduct appropriate statistical modeling techniques for time series data
  • be able to interpret the model results in such a way that a non-user of statistics can understand
  • use R competently
  • write a scientific and technical report

Prerequisites

(1) ECON213; and (2) ECON202 or FINC205

Restrictions

Equivalent Courses

Course Coordinator

Patrick W Saart

Lecturer

Patrick W Saart

Assessment

Assessment Due Date Percentage 
Assignments 60%
Final Examination 40%


The course is assessed by three assignments, each worth 20% ( total 60%) and a final exam (40%).

Assignments give you practice in analysing data and presenting results in a written report.  You will be expected to use R for analysis.

The assignments will involve time and effort, but are an opportunity for you to learn not only statistical modeling techniques, but to develop your writing skills.  We discuss how to write a report during lectures, and provide considerable support especially for students who have not had the chance to develop their scientific writing skills.

Textbooks / Resources

Recommended Reference:
Shumway, R.H. and Stoffer, D.S. 2010. Time Series Analysis and Its Applications: With R Examples

Indicative Fees

Domestic fee $737.00

International fee $3,125.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Department of Economics and Finance .

All ECON323 Occurrences

  • ECON323-15S2 (C) Semester Two 2015
Previous year Next year