GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
APPLIED TIME SERIES ANALYSIS/EKON404
Course Title: APPLIED TIME SERIES ANALYSIS
Credits 3 ECTS 6
Semester 8 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Assoc.Prof.Dr. 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
Students can analyze the time series
Students can fit a model for the univariate time series
Students can make a forecast with appropriate model
Students can fit a model for the financial time series
Students can check causality for the multivariate time series
 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face
 -- PREREQUISITES AND CO-REQUISITES
  Time Series
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  There is no recommended optional programme component for this course.
 --COURSE CONTENT
1. Week  To enter data set, produce descriptive statistics and graph using Eviews
2. Week   To decompose and adjust the time series into components
3. Week   To determine an appropriate ARIMA model
4. Week  Model checking and forecast
5. Week  GARCH model
6. Week  GARCH model
7. Week  To determine an appropriate GARCH model for financial time series
8. Week   Midterm
9. Week   Multivariate time series and introduction to VAR model
10. Week  VAR Model
11. Week   Granger Causality
12. Week   Impulse responses and Variance decomposition
13. Week   Lab
14. Week   Lab
15. Week  Final
16. Week  
 -- RECOMMENDED OR REQUIRED READING
   •Zaman Serileri Analizi, Yılmaz Akdi, Gazi Kitabevi 2010 • Applied Econometric Time Series, Walter Enders
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  Not Applicable
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
0
 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
14
3
42
 Practising Hours of Course Per Week
12
2
24
 Reading
10
2
20
 Searching in Internet and Library
13
2
26
 Designing and Applying Materials
13
2
26
 Preparing Reports
0
 Preparing Presentation
0
 Presentation
0
 Mid-Term and Studying for Mid-Term
2
3
6
 Final and Studying for Final
2
3
6
 Other
0
 TOTAL WORKLOAD: 
150
 TOTAL WORKLOAD / 25: 
6
 ECTS: 
6
 -- 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.
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.
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.
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