This subject aims to introduce techniques for analysing and forecasting time series, and to apply these techniques to a wide variety of time series. It deals with non-seasonal and seasonal time series model identification, estimation, diagnostic examination and forecasting. Topics covered include: time series regression; exponential smoothing; spectral analysis; and Box-Jenkins ARIMA models including stationarity/invertibility criteria, transfer functions, intervention analysis and ARCH/GARCH models.
Assessment: Two assignments worth 20 per cent each; final examination worth 60 per cent.
Spring semester, City campus
2008 contribution for post-2008 Commonwealth-supported students: $907.50
Note: Students who commenced prior to 1 January 2008 should consult the Student contribution charges for Commonwealth supported students
Not all students are eligible for Commonwealth Supported places.
2008 amount for undergraduate domestic fee-paying students: $2,490.00
Note: Fees for Postgraduate domestic fee-paying students and international students are charged according to the course they are enrolled in. Students should refer to the Annual Fees Schedule.
Subject EFTSL: 0.125