Time Series Analysis and Forecasting

• ECOM30004
• Contact Hours: Two 1-hour lectures and a 1-hour tutorial/practice class per week
  Total Time Commitment: Not available
• 12.50

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. -- Course Website

Prerequisites: One of: Subject Study Period Commencement: Credit Points: ECOM30001 Basic Econometrics Semester 1 12.50 ECOM30002 Econometrics Semester 1 12.50 OR both of the following: Subject Study Period Commencement: Credit Points: MAST20004 Probability S