Time Series Analysis and Forecasting (ECOM90004)
Graduate courseworkPoints: 12.5Dual-Delivery (Parkville)
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Overview
Availability | Semester 2 - Dual-Delivery |
---|---|
Fees | Look up fees |
Normally topics will include current techniques used in forecasting in finance, accounting and economics such as regression models, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, cointegration and forecast evaluation, ARCH models. The computer software used is EVIEWS.
Intended learning outcomes
On successful completion of this subject students should be able to:
- Apply the Box-Jenkins methodology for identifying stationary and non-stationary univariate forecasting models,
- Apply VAR/VECM models to analyse relationships between economic and financial time series,
- Apply ARCH models to analyse and forecast the volatility of financial time series.
Generic skills
On successful completion of this subject, students should have improved the following generic skills:
- Evaluation of ideas, views and evidence
- Synthesis of ideas, views and evidence
- Strategic thinking
- Critical thinking
- Accessing economic and other information
- Summary and interpretation of information
- Application of Windows software
- Statistical reasoning
- Problem solving skills
- Written communication
Last updated: 31 January 2024
Eligibility and requirements
Prerequisites
ECOM9002 Econometrics or ECOM90001 Basic Econometrics
Code | Name | Teaching period | Credit Points |
---|---|---|---|
ECOM90002 | Econometrics 2 |
Semester 2 (Dual-Delivery - Parkville)
Semester 1 (Dual-Delivery - Parkville)
|
12.5 |
ECOM90001 | Basic Econometrics | Semester 1 (Dual-Delivery - Parkville) |
12.5 |
Or Admission into MC-COMACTS Master of Commerce (Actuarial Science)
Corequisites
None
Non-allowed subjects
ECOM30004 Time Series Analysis and Forecasting
Code | Name | Teaching period | Credit Points |
---|---|---|---|
ECOM30004 | Time Series Analysis and Forecasting | Semester 2 (Dual-Delivery - Parkville) |
12.5 |
Recommended background knowledge
Please refer to Prerequisites and Corequisites.
Inherent requirements (core participation requirements)
The University of Melbourne is committed to providing students with reasonable adjustments to assessment and participation under the Disability Standards for Education (2005), and the Assessment and Results Policy (MPF1326). Students are expected to meet the core participation requirements for their course. These can be viewed under Entry and Participation Requirements for the course outlines in the Handbook.
Further details on how to seek academic adjustments can be found on the Student Equity and Disability Support website: http://services.unimelb.edu.au/student-equity/home
Last updated: 31 January 2024
Assessment
Description | Timing | Percentage |
---|---|---|
Assignment
| Week 3 | 10% |
Assignment
| Week 6 | 10% |
Assignment
| Week 9 | 10% |
Assignment
| Week 12 | 10% |
End-of-semester examination.
| During the examination period | 60% |
Last updated: 31 January 2024
Dates & times
- Semester 2
Principal coordinator Vance Martin Mode of delivery Dual-Delivery (Parkville) Contact hours Two 1-hour lectures and a 1-hour tutorial/practice class per week. Total time commitment 170 hours Teaching period 25 July 2022 to 23 October 2022 Last self-enrol date 5 August 2022 Census date 31 August 2022 Last date to withdraw without fail 23 September 2022 Assessment period ends 18 November 2022 Semester 2 contact information
Time commitment details
Estimated total time commitment of 170 hours per semester
Last updated: 31 January 2024
Further information
- Texts
- Subject notes
- Related Handbook entries
This subject contributes to the following:
Type Name Course Master of Commerce (Accounting) Course Master of Commerce (Actuarial Science) Course Master of Applied Econometrics - Available through the Community Access Program
About the Community Access Program (CAP)
This subject is available through the Community Access Program (also called Single Subject Studies) which allows you to enrol in single subjects offered by the University of Melbourne, without the commitment required to complete a whole degree.
Please note Single Subject Studies via Community Access Program is not available to student visa holders or applicants
Entry requirements including prerequisites may apply. Please refer to the CAP applications page for further information.
- Available to Study Abroad and/or Study Exchange Students
Last updated: 31 January 2024