ECOM30004 Time Series Analysis and Forecasting
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2017:
Semester 2, Parkville - Taught on campus.Show/hide details
Timetable can be viewed here.
For information about these dates, click here.
|Time Commitment:||Contact Hours: Two 1-hour lectures and a 1-hour tutorial/practice class per week |
Total Time Commitment:
An estimated total time commitment of at least 170 hours.
Study Period Commencement:
OR both of the following:
|Recommended Background Knowledge:|| |
Please refer to Prerequisites and Corequisites.
|Non Allowed Subjects:|
|Core Participation Requirements:|| |
For the purposes of considering request for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Student Support and Engagement Policy, academic requirements for this subject are articulated in the Subject Overview, Learning Outcomes, Assessment and Generic Skills sections of this entry.
It is University policy to take all reasonable steps to minimise the impact of disability upon academic study, and reasonable adjustments will be made to enhance a student's participation in the University's programs. Students who feel their disability may impact on meeting the requirements of this subject are encouraged to discuss this matter with a Faculty Student Adviser and Student Equity and Disability Support: http://services.unimelb.edu.au/disability
CoordinatorDr Barry Rafferty
|Subject Overview:|| |
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, and ARCH models. The computer software used is Eviews.
|Learning Outcomes:|| |
On successful completion of this subject students should be able to:
|Prescribed Texts:|| |
You will be advised of prescribed texts by your lecturer.
|Breadth Options:|| |
This subject potentially can be taken as a breadth subject component for the following courses:
You should visit learn more about breadth subjects and read the breadth requirements for your degree, and should discuss your choice with your student adviser, before deciding on your subjects.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
|Generic Skills:|| |
On successful completion of this subject, students should have improved the following generic skills:
Master of Economics electives