GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
TIME SERIES ANALYSIS/EKON405
Course Title: TIME SERIES ANALYSIS
Credits 3 ECTS 5
Semester 7 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
   Assoc.Prof. Yeliz YALÇIN
 -- WEB SITE(S) OF LECTURER(S)
  http://websitem.gazi.edu.tr/site/yyeliz
 -- EMAIL(S) OF LECTURER(S)
   yyeliz@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Student recognizes the components of the time series.
Student purifys the components of time series.
Student learns the basic time series models.
Student selects the appropriate time series models





 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face
 -- PREREQUISITES AND CO-REQUISITES
  There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  Introduction to Econometrics, Statistical Analysis
 --COURSE CONTENT
1. Week  "Components of time series Trend Analysis"
2. Week  "Seasonal Adjustment Purification Methods from Seasonal Adjustment of Time Series "
3. Week  "Exponential Smoothing Methods The Simple Exponential Smoothing Method Exponential Smoothing for Time Series Including Trends(Holt Method) "
4. Week  Exponential Smoothing for Time Series Including Trends and Seasonal Adjustment (Winter Method)
5. Week  Exercise Hour(Application)
6. Week  "Univariate Stationary Time Series Models Stationarity Theoretical Autocorrelation and Partial Autocorrelation Functions"
7. Week  Sample Autocorrelation and Partial Autocorrelation Functions
8. Week  Midterm
9. Week  The Autoregressive models
10. Week  The Moving Average Models
11. Week  Autoregressive-Moving Average Model
12. Week  "Model Spesification Parameter Estimation"
13. Week  Model Fitting Investigation
14. Week  Model selection criteria
15. Week  Forecasting
16. Week  Final
 -- RECOMMENDED OR REQUIRED READING
  "1. Akdi, Yılmaz (2003), Zaman Serileri Analizi, Bıçaklar Kitapevi, Ankara 2. Sevüktekin, Mustafa ve Mehmet Nargeleçekenler (2005), Zaman Serileri Analizi, Nobel Yayın Dağıtım, Ankara 3. Wei, W. S. M. (1990) Time Series Analysis, Addison Wesley Pub. California. 4.Crayer D. Jonathan (1986), Time Series Analysis, Duxbury Press, Boston."
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture
 -- WORK PLACEMENT(S)
  -
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
0
0
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
40
 Contribution of Final Examination to Overall Grade  
60
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
12
3
36
 Practising Hours of Course Per Week
2
3
6
 Reading
12
2
24
 Searching in Internet and Library
12
1
12
 Designing and Applying Materials
12
1
12
 Preparing Reports
12
1
12
 Preparing Presentation
0
0
0
 Presentation
0
0
0
 Mid-Term and Studying for Mid-Term
7
2
14
 Final and Studying for Final
7
2
14
 Other
0
0
0
 TOTAL WORKLOAD: 
130
 TOTAL WORKLOAD / 25: 
5.2
 ECTS: 
5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspects of econometrics, statistics and operational research.X
2Having qualities for professional competence in order to work in career fields such as inspector or assistant specialist or working department of research-development in public institutions and organizations, the private sector and civil society organizations.X
3Having knowledge about other disciplines such as economics, managements, public finance and law related to econometrics.X
4Having appropriate behavior of econometrics in the field of social, scientific, cultural and ethical values, applicability of gained knowledge and skills in accordance with the principle of responsibility to social and working life.X
5Having skills about foreign language and information system related to the fields in academic and working life.X
6Having skills about selecting, using and evaluating of appropriate statistical, econometric and mathematical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
7Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
8Having knowledge of research methods in the field of institutions and organizations planning projects, managing, and to conduct independent researches.X
9Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
10Having skills to comprehension, application and evaluation about terms and basic theory of econometrics.X
11Having skills to comprehension, application and evaluation about terms and basic theory of statistics.X
12Having skills to comprehension, application and evaluation about terms and basic theory of statistics.
13Using some of the basic econometric and statistical software programs.X