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SDÜ Education Information System Course Content
Programme
Institute of Social Science Econometrics
Course Information
Course Unit Code
Course Unit Title
Credit Theoretic
Credit Pratic
Credit Lab/A
Credit Total
Credit Ects
Semester
02EKO5107
TIME SERIES ANALYSIS
3.00
0.00
0.00
3.00
6.00
1
Course Information
Language of Instruction
Turkish
Type of Course Unit
Elective
Course Coordinator
Assistant Professor Dr. Aliye KAYIŞ
Course Instructors
 
Course Assistants
7-Hakan BOZDAĞ
Course Aims
Giving the forecasting methods for time time series
Course Goals
To teach Time Series Models and it's forecasting methods
Learning Outcomes of The Course Unit
Learning time series analysis, forecasting methods of time series.
Course Contents
Basic Concepts, Stationary Time Series Models (AR, MA, ARMA), Identifıcation of Model, Estimation of Parameters- Method of moments, Method of Maximum Likelihood, Method of Nonlinear Least Squares, Diagnostic Checking, Forecasting.
Prerequisities and Co-requisities Courses
 
Recommended Optional Programme Components
 
Mode Of Delivery
 
Level of Course Unit
 
Assessment Methods and Criteria
ECTS / Table Of Workload (Number of ECTS credits allocated)
Studies During Halfterm
Number
Co-Efficient
Activity
Number
Duration
Total
Visa
1
50
Course Duration (Excluding Exam Week)
14
3
42
Quiz
1
20
Time Of Studying Out Of Class
14
3
42
Homework
1
30
Homeworks
2
10
20
Attendance
0
0
Presentation
1
20
20
Application
0
0
Project
0
0
0
Lab
0
0
Lab Study
0
0
0
Project
0
0
Field Study
0
0
0
Workshop
0
0
Visas
1
20
20
Seminary
0
0
Finals
1
40
40
Field study
0
0
Workload Hour (30)
30
TOTAL
100
Total Work Charge / Hour
184
The ratio of the term to success
50
Course's ECTS Credit
6
The ratio of final to success
50
 
TOTAL
100
 
Recommended or Required Reading
Textbook

Akdi, Yılmaz (2003), Zaman Serileri Analizi, Bıçaklar Kitapevi, Ankara
Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
Akgül, Işıl (2003), geleneksel Zaman Serisi Yöntemleri, DER Yayınları, İstanbul


Additional Resources
Crayer D. Jonathan (1986), Time Series Analysis, Duxbury Press, Boston.
Wei, W. S. M. (1990) Time Series Analysis, Addison Wesley Pub. California..
Material Sharing
Documents
 
Assignments
 
Exams
 
Additional Material
 
Planned Learning Activities and Teaching Methods
Lectures, Practical Courses, Presentation, Seminar, Project, Laboratory Applications (if necessary)
Work Placements
As with any other educational component, credits for work placements are only awarded when the learning outcomes have been achieved and assessed. If a work placement is part of organised mobility (such as Farabi and Erasmus), the Learning Agreement for the placement should indicate the number of credits to be awarded if the expected learning outcomes are achieved.
Program Learning Outcomes
No
Course's Contribution to Program
Contribution
1
Improving and investigating the details of undergraduate level knowledge on econometrics and other related departments (economics, statistics, mathematics, etc), evaluating and solving economic and also social issues analytically by using scientific research methods.
4