Information Package / Course Catalogue
Time Series Analysis
Course Code: UTFY515
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
Objectives of the Course

To provide students with basic knowledge about time series

Course Content

Time series analysis, stationarity, autocorrelation, unit root test

Name of Lecturer(s)
Learning Outcomes
1.Recognition of the basic concepts used in time series analysis
2.Understanding the concepts of trend and accumulation
3.Learning the difference process
4.Understanding stationarity analysis
5.To be able to apply stationarity tests
Recommended or Required Reading
1.Ekonometri, RecepTarı, Umuttepe Yayınları, 2012.
Weekly Detailed Course Contents
Week 1 - Theoretical
Basic concepts used in time series analysis
Week 2 - Theoretical
Trend analysis
Week 3 - Theoretical
Seasonality effect
Week 4 - Theoretical
Autocorrelation
Week 5 - Theoretical
Partial autocorrelation function
Week 6 - Theoretical
Stationarity
Week 7 - Theoretical
Stationarity Tests
Week 8 - Theoretical
Stationary and non-stationary series
Week 9 - Theoretical
Criteria used in selecting the delay length
Week 10 - Theoretical
Testing the autocorrelation status of residual terms
Week 11 - Theoretical
Random walk process
Week 12 - Theoretical
Perron structural fracture test
Week 13 - Theoretical
Seasonal unit root test
Week 14 - Theoretical
Evaluation of the Findings
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%30
Final Examination1%70
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory143384
Midterm Examination120121
Final Examination120121
TOTAL WORKLOAD (hours)126
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
OÇ-1
2
3
3
4
3
OÇ-2
3
3
2
4
3
OÇ-3
3
2
2
3
3
OÇ-4
2
3
3
3
4
OÇ-5
3
2
3
3
4
Adnan Menderes University - Information Package / Course Catalogue
2026