GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
TIME SERIES ANALYSIS/7700052
Course Title: TIME SERIES ANALYSIS
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
   Turkish
 -- NAME OF LECTURER(S)
  Assoc. Prof. Yeliz YALCIN
 -- 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 do forecasting by using simple time series models.
Students can do forecasting by using multivariate 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
  Basic Statistics
 --COURSE CONTENT
1. Week  Stationary ARMA Processes -Stationarity and Ergodicity
2. Week  Moving Average Processes
3. Week  Autoregressive Processes
4. Week  Autoregressive-Moving Average Processes
5. Week  Parameter Estimation Methods _Moments Method
6. Week  Nonlinear Least Squares Method
7. Week  Maximum Likelihood Estimation
8. Week  Midterm
9. Week  Simultaneous Equations -Simultaneous Equation Bias Identification
10. Week  Instrumental Variables and Two-Stage Least Squares
11. Week  Vector Autoregressions -Identification Problem
12. Week  The Impulse-Response Function -Variance Decomposition
13. Week  Bivariate Granger Causality Test
14. Week  Vector Autoregressions and Structural Econometric Models
15. Week  Forecasts Based on VAR Models
16. Week  Final
 -- RECOMMENDED OR REQUIRED READING
  1. Hamilton, James.D. (1994) Time Series Analysis, Princeton University Press 2. Princeton University Press 2. Akdi, Yılmaz (2010) Zaman Serileri Analizi (Birim Kökler ve Kointegrasyon) Gazi Kitapevi 3. Wei, W. S. M. (1990) Time Series Analysis, Addison Wesley Pub. California.
 -- 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
14
2
28
 Searching in Internet and Library
12
2
24
 Designing and Applying Materials
14
1
14
 Preparing Reports
12
2
24
 Preparing Presentation
12
2
24
 Presentation
1
3
3
 Mid-Term and Studying for Mid-Term
7
2
14
 Final and Studying for Final
7
2
14
 Other
0
 TOTAL WORKLOAD: 
187
 TOTAL WORKLOAD / 25: 
7.48
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspect of econometrics.X
2Having appropriate behavior of econometricsin 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
3Having skills about selecting, using and evaluating of appropriate econometrics and statistical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
4Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
5Having knowledge of research methods in the field of institutions and organizations planning projects, managing in order to conduct independent research.X
6Using some of the advanced level econometrics and statistical software programs.X
7Having skills about information system related to the fields in working life.X
8Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
9Having skills to comprehension, application and evaluation about terms and basic theory of operational research.
10Having the professional expertise and skills on theoretical and practical aspects of operational research.