| Unit name | Introduction to Time Series Modelling |
|---|---|
| Unit code | ECONM3004 |
| Credit points | 15 |
| Level of study | M/7 |
| Teaching block(s) |
Academic Year (weeks 1 - 52) |
| Unit director | Dr. Sahay |
| Open unit status | Not open |
| Pre-requisites |
None |
| Co-requisites |
None |
| School/department | School of Economics, Finance and Management |
| Faculty | Faculty of Social Sciences and Law |
An introduction to the analysis of time series using economic data. The course will cover stationary and non-stationary times series and concentrate on the modelling of times series - including model estimation and the use of the models in forecasting. The modelling will include both econometric models and statistical models and compare their uses, advantages and disadvantages.
