Ondokuz Mayıs Üniversitesi Bilgi Paketi - Ders Kataloğu

# Description of Individual Course Units

 Course Unit Code Course Unit Title Type of Course Year Semester ECTS İST354 Time Series Analysis 927006 3 6 6
Level of Course Unit
First Cycle
Objectives of the Course
To understand the basic features of a time series and to introduce the methods commonly used in forecasting of univariate time series and their uses in practice.
Name of Lecturer(s)
Prof.Dr.V.Rezan Uslu
Learning Outcomes
1. He/she can interpret of time sequence plot of a time series and discriminate their components.
2. He/she can analyze the real world time series data using with statistical packages.
3. He/she can apply the time series methods very professionally to univariate data.
Mode of Delivery
Formal Education
Prerequisites and co-requisities
None
Recommended Optional Programme Components
None
Mustafa Sevüktekin ve Mehmet Çınar – Ekonometrik Zaman Serileri AnaliziDamodar Gujarati-Temel EkonometriYılmaz Akdi-Zaman Serileri Analizi
Planned Learning Activities and Teaching Methods
Language of Instruction
Turkish
Work Placement(s)
None
Course Contents
The basic concepts and definitions of time series, their components and the methods for univariate time series analysis.
Weekly Detailed Course Contents
 Week Theoretical Practice Laboratory 1. Fundamental concepts, definitions, components of a time series, time series plot 2. Moving averages techniques and their applications in MINITAB and SPSS 3. Exponential smoothing techniques and their applications in MINITAB and SPSS 4. The concept of the lagged variable, difference operator and their applications in MINITAB and SPSS 5. The definition of stationarity, and stationary time series 6. Non-stationary time series 7. Autocorrelation and partial autocorrelation function of a time series 8. Midterm 9. Introduction to the methodology of Box-Jenkins 10. Auto-regressive time series models (AR(p)) 11. Moving averages time series models (MA(q)) 12. Auto-regressive and Moving averages time series models (ARMA(p,q)) 13. The measures of goodness of fit 14. General review and exercies 15. 16.
Assessment Methods and Criteria
 Term (or Year) Learning Activities Quantity Weight (%) Midterm Examination 1 100 SUM 100 End Of Term (or Year) Learning Activities Quantity Weight (%) Final Examination 1 100 SUM 100 Term (or Year) Learning Activities 40 End Of Term (or Year) Learning Activities 60 SUM 100