Universität Wien
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040715 UK Zeitreihenanalyse (UK) (2024W)

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

Tu 01.10. 08:00-11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß

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).
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Details

max. 60 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 08.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 15.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 22.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 29.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 05.11. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 12.11. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 19.11. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 26.11. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 03.12. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 10.12. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 17.12. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 07.01. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 14.01. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 21.01. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 28.01. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß

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

Assessment and permitted materials

Projects: up to 3 x 8 points
Exercises: 1 point per exercise
Proofs: up to 18 x 1 points

Minimum requirements and assessment criteria

Grading: 2: 39-35, 3: 34-28, 4: 27-21

Examination topics

Lecture notes in moodle

Reading list

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

Association in the course directory

Last modified: Su 08.09.2024 18:45