Time Series Analysis and Forecasting

• ECOM90004
• Contact Hours: Two 1-hour lectures and a 1-hour tutorial/practice class per week.
  Total Time Commitment: Estimated total time commitment of 120 hours per semester
• 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, ARCH models. The computer software used is EVIEWS. -- Course Website

Prerequisites: ECOM9002 Econometrics or ECOM90001 Basic Econometrics Subject Study Period Commencement: Credit Points: ECOM90002 Econometrics Semester 1 12.50 ECOM90001 Basic Econometrics Semester 1 12.50