ECTS - Time Series Analysis
Time Series Analysis (MATH640) Course Detail
Course Name | Course Code | Season | Lecture Hours | Application Hours | Lab Hours | Credit | ECTS |
---|---|---|---|---|---|---|---|
Time Series Analysis | MATH640 | 3 | 0 | 0 | 3 | 5 |
Pre-requisite Course(s) |
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N/A |
Course Language | English |
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Course Type | N/A |
Course Level | Ph.D. |
Mode of Delivery | |
Learning and Teaching Strategies | . |
Course Lecturer(s) |
|
Course Objectives | |
Course Learning Outcomes |
The students who succeeded in this course; |
Course Content | Graphical representation of economic time series, ergodicity and stationarity, stochastic difference equation models, autoregressive processes, moving average processes, mixed processes, forecasting, the relation between econometric models and ARMA processes, Granger causality, causality tests, vector autoregressive processes, nonstationary processes, cointegration in single equation models, cointegration in vector autoregressive models. |
Weekly Subjects and Releated Preparation Studies
Week | Subjects | Preparation |
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Sources
Evaluation System
Requirements | Number | Percentage of Grade |
---|---|---|
Attendance/Participation | - | - |
Laboratory | - | - |
Application | - | - |
Field Work | - | - |
Special Course Internship | - | - |
Quizzes/Studio Critics | - | - |
Homework Assignments | - | - |
Presentation | - | - |
Project | - | - |
Report | - | - |
Seminar | - | - |
Midterms Exams/Midterms Jury | - | - |
Final Exam/Final Jury | - | - |
Toplam | 0 | 0 |
Percentage of Semester Work | |
---|---|
Percentage of Final Work | 100 |
Total | 100 |
Course Category
Core Courses | X |
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Major Area Courses | |
Supportive Courses | |
Media and Managment Skills Courses | |
Transferable Skill Courses |
The Relation Between Course Learning Competencies and Program Qualifications
# | Program Qualifications / Competencies | Level of Contribution | ||||
---|---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 |
ECTS/Workload Table
Activities | Number | Duration (Hours) | Total Workload |
---|---|---|---|
Course Hours (Including Exam Week: 16 x Total Hours) | |||
Laboratory | |||
Application | |||
Special Course Internship | |||
Field Work | |||
Study Hours Out of Class | |||
Presentation/Seminar Prepration | |||
Project | |||
Report | |||
Homework Assignments | |||
Quizzes/Studio Critics | |||
Prepration of Midterm Exams/Midterm Jury | |||
Prepration of Final Exams/Final Jury | |||
Total Workload | 0 |