ETW3450 · Monash University
Applied time series for policy analysis
- Credit points
- 6
- Level
- 3
- Workload
- ≈ 12 h / week
- Faculty
- Business and Economics
What it covers
Time series is any series of observations ordered along a time dimension. This unit introduces you to the theory and application of time series methods in econometrics. Topics covered will include modern univariate and multivariate models of stationary and non-stationary time series. You will be able to undertake independent time series analysis on a range of business and economic data. You can also expect to enhance their computer skills in R when conducting empirical analysis.
Assessment
| Task | Type | Weight |
|---|---|---|
| 1 - Presentation | Presentation | 10% |
| 2 - Written | Written | 30% |
| 4 - Presentation | Presentation | 20% |
| 3 - Project | Project | 40% |
When and where
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Malaysia | On-campus |