Universität Wien FIND
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040715 UK Zeitreihenanalyse (UK) (2021W)

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

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

Classroom teaching until November 16 and subsequently Moodle with different timeslots on Tuesday mornings. For more detailed information see homepage.

Group 2

Ausführliche Kursbeschreibung auf Homepage

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

max. 35 participants
Language: German

Lecturers

Classes

Classroom teaching until November 16 and subsequently Moodle with different timeslots on Tuesday mornings. For more detailed information see homepage.


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

Three projects with a maximum number of 16 points for each project

Minimum requirements and assessment criteria

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

Examination topics

Reading list

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

Association in the course directory

Last modified: Su 21.11.2021 16:07