
| Course Code | : İKP523 |
| Course Type | : Area Elective |
| Couse Group | : Second Cycle (Master's Degree) |
| Education Language | : Turkish |
| Work Placement | : N/A |
| Theory | : 3 |
| Prt. | : 0 |
| Credit | : 3 |
| Lab | : 0 |
| ECTS | : 5 |
Given the basic information needed to make effective predictions for future.
Time Series Patterns, Time Series Models, Correction Techniques, Trend Analysis, Determination of Seasonal Effect, Stationary Stochastic Processes, Non-Stationary Stochastic Processes, Linear Time Series Models, Stationary Analysis: Correlation Test and Unit Root Test
| Assoc. Prof. Şahin BULUT |
| 1. | Will be able to define the specific properties of time series data. |
| 2. | Will be able to use econometric tools that are specifically designed to analyze time series data. |
| 3. | Will be able to build econometric models that describe the behavior of time series. |
| 4. | Will be able to identify problems with existing econometric models. |
| 5. | Will be able to employ the econometric tools necessary to solve problems with existing econometric models. |
| 1. | Walter Enders, Applied Econometric Time Series (İkinci Baskı), Wiley. |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %40 |
| Final Examination | 1 | %60 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 14 | 2 | 3 | 70 |
| Project | 2 | 3 | 5 | 16 |
| Individual Work | 2 | 3 | 5 | 16 |
| Midterm Examination | 1 | 9 | 1 | 10 |
| Final Examination | 1 | 12 | 1 | 13 |
| TOTAL WORKLOAD (hours) | 125 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | PÇ-6 | PÇ-7 | |
OÇ-1 | 5 | 5 | 5 | 5 | 5 | 5 | 5 |
OÇ-2 | 4 | 4 | 4 | 4 | 4 | 4 | 4 |
OÇ-3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 |
OÇ-4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 |
OÇ-5 | |||||||