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Root number
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540 |
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Semester
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FS2023 |
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Type of course
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Lecture |
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Allocation to subject
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Economics |
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Type of exam
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not defined |
| Title |
Time Series Analysis I |
| Description |
*** please note that effective FS2024 this course will only be open for Bachelor students ***
This course provides an introduction to univariate time series analysis. The first part of the course introduces the core models, i.e. MA(p), AR(q) and ARMA(q,p). Basic time series concepts like stationarity and invertibility are defined and analysed, as well as the autocovariance function. The second part of the course is devoted to some complementary topics, such as forecasting, order selection for an ARMA(q,p) model, and unit-root testing. Finally, spectral analysis is tackled. Every second week, an exercise session takes place. During this session, exercises are presented and solved by the assistant.
Readings: the main textbook for this course is: Brockwell, P. J., Davis, R. A., & Calder, M. V. (2002). Introduction to time series and forecasting (Vol.
2). New York: springer. Further materials may be provided during the course.
Language: English
Credits: 3 SWS / 4.5 ECTS
Prerequisites: Econometrics I is recommended
1. Exam: Thursday, 01.06.2023, 08.15 - 10.00h, 115, H4 (105 min)
2. Exam: Thursday, 14.09.2023, 08.15 - 10.00h, 106, H4 (105 min)
Lecture:
Thursday, 08:15 - 10:00h, 115, H4
Exercises: Marc Schranz (marc.schranz@unibe.ch)
Monday, 08.15 - 10.00h, 115, H4 |
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ILIAS-Link (Learning resource for course)
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No registration/deregistration in CTS (Admission in ILIAS possible).
ILIAS
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Link to another web site
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| Lecturers |
Prof. Dr.
Costanza Naguib, Teaching Staff, Faculty of Business, Economics and Social Sciences ✉
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ECTS
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4.5 |
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Recognition as optional course possible
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No |
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Grading
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1 to 6 |
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| Dates |
Thursday 08:15-10:00 Weekly
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Monday 6/3/2023 08:15-10:00
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Monday 20/3/2023 08:15-10:00
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Monday 3/4/2023 08:15-10:00
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Monday 24/4/2023 08:15-10:00
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Monday 8/5/2023 08:15-10:00
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Monday 22/5/2023 08:15-10:00
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Thursday 14/9/2023 08:15-10:00
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| Rooms |
Seminarraum 115, Hauptgebäude H4
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| External rooms |
106, H4
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| Students please consult the detailed view for complete information on dates, rooms and planned podcasts. |
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