Akademik Dersler - Tanıtım


Code - Course Title	İST411 - Time Series Analysis
Course Type	Required Courses
Language of Instruction	Türkçe
Laboratory + Practice	4+0
ECTS	5.0
Course Instructor(s)	DOÇENT DOKTOR KADİR ÖZGÜR PEKER
Mode of Delivery	The mode of delivery of this course is Face to face
Prerequisites	There is no prerequisite or co-requisite for this course.
Courses Recomended
Required or Recommended Resources	Sevüktekin, M. and Nargeleçekenler, M. (2010), Ekonometrik Zaman Serileri Analizi, Nobel Yayın Dağıtım, Ankara, Turkey.
Recommended Reading List	Box, G.E.P., Jenkins, G.M. and Reinsel, G.C. (2008), Time Series Analysis, Wiley, USA.
Assessment methods and criteria	2 Midterm Exams, 1 Final Exam
Work Placement	Not Applicable
Sustainability Development Goals

Weeks	Topics
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

Assessment Method and Passing Requirements
	Quamtity	Percentage (%)
1.Midterm Exam	1	25
2.Midterm Exam	1	25
Final Exam	1	50
Toplam (%)		100