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Course Information
Course Unit Title : TIME SERIES ANALYSIS
Course Unit Code : 02EKO5107
Type of Course Unit : Optional
Level of Course Unit : Second Cycle
Year of Study : 1
Semester : 1.Semester
Number of ECTS Credits Allocated : 6,00
Name of Lecturer(s) :
Course Assistants : ---
Learning Outcomes of The Course Unit : Learning time series analysis, forecasting methods of time series.
Mode of Delivery : Face-To-Face
Prerequisities and Co-requisities Courses : Unavailable
Recommended Optional Programme Components : Unavailable
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.
Languages of Instruction : Turkish
Course Goals : To teach Time Series Models and it's forecasting methods
Course Aims : Giving the forecasting methods for time time series
WorkPlacement   Not Available
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)
ECTS / Table Of Workload (Number of ECTS credits allocated)
Student workload surveys utilized to determine ECTS credits.
Activity :
Number Duration Total  
Course Duration (Excluding Exam Week) :
14 3 42  
Time Of Studying Out Of Class :
14 3 42  
Homeworks :
2 10 20  
Presentation :
1 20 20  
Project :
0 0 0  
Lab Study :
0 0 0  
Field Study :
0 0 0  
Visas :
1 20 20  
Finals :
1 40 40  
Workload Hour (30) :
30  
Total Work Charge / Hour :
184  
Course's ECTS Credit :
6      
Assessment Methods and Criteria
Studies During Halfterm :
Number Co-Effient
Visa :
1 50
Quiz :
1 20
Homework :
1 30
Attendance :
0 0
Application :
0 0
Lab :
0 0
Project :
0 0
Workshop :
0 0
Seminary :
0 0
Field study :
0 0
   
TOTAL :
100
The ratio of the term to success :
50
The ratio of final to success :
50
TOTAL :
100
Weekly Detailed Course Content
Week Topics  
1 Time Series and stochastic processes, Stationarity
  Study Materials: Akgül, Işıl (2003), Geleneksel Zaman Serisi Yöntemleri, DER Yayınları, İstanbul
2 Autocorrelation function, Partial autocorrelation function, White noise
  Study Materials: Akgül, Işıl (2003), Geleneksel Zaman Serisi Yöntemleri, DER Yayınları, İstanbul
3 Sample autocorrelation and partial autocorrelation function
  Study Materials: Akgül, Işıl (2003), Geleneksel Zaman Serisi Yöntemleri, DER Yayınları, İstanbul
4 Moving average process, Autoregressive process
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
5 Autoregressive-Moving average process
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
6 General Linear Models
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
7 Practice-Application
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
8 Identifıcation of Model
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
9 Estimation of Parameters- Method of moments, Method of Maximum Likelihood
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
10 Method of Nonlinear Least Squares
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
11 Diagnostic Checking
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
12 Nonsatationary Time Series Models (ARIMA)
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
13 Forecasting
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul
14 Practice-Application
  Study Materials: Akgül, Işıl (2003), Zaman Serileri Analizi ve Arima Modelleri, DER Yayınları, İstanbul