Week - 1 |
Definition and properties of time series. |
Week - 2 |
Time-series analysis tools and classification of time series. |
Week - 3 |
Linear stationary stochastic models: AR(p) |
Week - 4 |
Linear stationary stochastic models: MA(q) |
Week - 5 |
Linear stationary stochastic models: ARMA(p,q) |
Week - 6 |
Nonlinear stochastic models. |
Week - 7 |
Unit root tests |
Week - 8 |
Unit root tests. |
Week - 9 |
Unit root tests. |
Week - 10 |
Cointegration and error correction models. |
Week - 11 |
Investigation of the time series models by using EViews I |
Week - 12 |
Investigation of the time series models by using EViews II |
Week - 13 |
Investigation of the time series models by using EViews III |
Week - 14 |
Investigation of the time series models by using EViews IV |