040715 UK Time Series Analysis (2018W)

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).

Registration is open from Mo 10.09.2018 09:00 to Th 20.09.2018 12:00
Deregistration possible until Mo 15.10.2018 23:59

Details

max. 35 participants

Language: German

Lecturers

Classes (iCal) - next class is marked with N

    
    Tuesday
    02.10.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    09.10.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    16.10.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    23.10.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    30.10.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    06.11.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    13.11.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    20.11.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    27.11.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    04.12.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    11.12.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    08.01.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    15.01.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    22.01.
    09:45 - 13:00
    PC-Seminarraum 5  Oskar-Morgenstern-Platz 1  1.Untergeschoß
    
    Tuesday
    29.01.
    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