Universität Wien FIND
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040715 UK Time Series Analysis (2017W)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

Ausführliche Kursbeschreibung auf Homepage
http://homepage.univie.ac.at/erhard.reschenhofer/

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 35 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

Tuesday 03.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 10.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 17.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 24.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 31.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 07.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 14.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 21.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 28.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 05.12. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 12.12. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 09.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 16.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 23.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Tuesday 30.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß

Information

Aims, contents and method of the course

Trend
Time series operators
Moving average filters
Seasonal adjustment
Cycles
Spectral analysis
Autocorrelation
ARFIMA processes
Parametric spectral analysis
GARCH processes

Assessment and permitted materials

Exercises, proofs, projects

Minimum requirements and assessment criteria

>50%

Examination topics

Lecture notes on homepage

Reading list

Brockwell, P. J. and R. A. Davis: Introduction to Time Series and Forecasting, Springer

Association in the course directory

Last modified: Sa 05.03.2022 00:16