Universität Wien

040715 UK Zeitreihenanalyse (UK) (2020W)

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

Summary

1 Reschenhofer , Moodle
2 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 information is available for each group.

Groups

Group 1

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

max. 35 participants
Language: German
LMS: Moodle

Lecturers

Classes

Format: Mixed on-site and online (Moodle)
On-site course units:
Group 1: Tuesday, 9:45-11:15, HS3, OMP1
(13.10., 27.10., 10.11., 24.11., 15.12., 19.01.)
Group 2: Wednesday, 11:30-13:00, HS3, OMP1
(14.10., 28.10., 11.11., 25.11., 09.12., 20.01.)

Depending on the situation, it may become necessary to switch to a digital format. Any changes will be communicated in due time.

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

Group 2

Ausführliche Kursbeschreibung auf Homepage

http://homepage.univie.ac.at/erhard.reschenhofer/

max. 35 participants
Language: German

Lecturers

Classes

Format: Mixed on-site and online (Moodle)
On-site course units:
Group 1: Tuesday, 9:45-11:15, HS3, OMP1
(13.10., 27.10., 10.11., 24.11., 15.12., 19.01.)
Group 2: Wednesday, 11:30-13:00, HS3, OMP1
(14.10., 28.10., 11.11., 25.11., 09.12., 20.01.)

Depending on the situation, it may become necessary to switch to a digital format. Any changes will be communicated in due time.

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

Information

Assessment and permitted materials

Projects 1 (due on 09.11.), 2 (due on 08.12.), 3 (due on 29.01.)
Maximum number of points for each project: 16

Minimum requirements and assessment criteria

Grading: 1: 43-48, 2: 37-42, 3: 31-36, 4: 25-30, 5: 0-24

Examination topics

Lecture notes on Homepage https://homepage.univie.ac.at/erhard.reschenhofer/

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