Akademik Dersler - Tanıtım


Code - Course Title	İST553 - Time Series Analysis with Application
Course Type	Elective Courses
Language of Instruction	Türkçe
Laboratory + Practice	3+0
ECTS	7.5
Course Instructor(s)	DOKTOR ÖĞRETİM ÜYESİ ÇİĞDEM KALATHILPARMBIL
Mode of Delivery	Face to face
Prerequisites	There is no precondition for this class.
Courses Recomended	None
Recommended Reading List	Mustafa Sevüktekin , Mehmet Nargeleçekenler, \\\"Ekonometrik Zaman Serileri Analizi\\\",Nobel Akademik Yayıncılık, 2013
Assessment methods and criteria	1 Midterm, 1 Homework and 1 Final exam
Work Placement	None
Sustainability Development Goals

Weeks	Topics
Week - 1	Fundamental concepts of Time Series
Week - 2	Time series components: Trend, seasonality
Week - 3	ACF-PACF and Autocorrelation Tests: Bartlett test, Box-Pierce Q test, Ljung-Box Q test
Week - 4	ARMA Models and Box-Jenkins Methodology
Week - 5	Stationarty and Unit Root Tests
Week - 6	Applications with E-views
Week - 7	Structural Break and Structural Break Tests
Week - 8	Applications with E-views
Week - 9	Co-integration and Co-integration Tests
Week - 10	Error Correction Models
Week - 11	Causality in Time Series: Granger causality
Week - 12	VAR Models: The Choice of the Degree of a VAR Model, The control of the sufficiency
Week - 13	VAR Impact-Response Function
Week - 14	Vector Error Correction Models

Assessment Method and Passing Requirements
	Quamtity	Percentage (%)
Toplam (%)		0