Information Package / Course Catalogue
Introduction to Time Series Analysis
Course Code: ZTE530
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: 8
Objectives of the Course

The objective of this course is to enable the students to learn obtaining time series models and to provide them with the skills for interpreting

Course Content

Time series, trend, stationarity, autoregressive-moving average processes, Forecast with time series models, causality, VAR models

Name of Lecturer(s)
Prof. Osman Orkan ÖZER
Learning Outcomes
1.To be able to learn the basic principles of time series
2.To be able to gain the ability of analyses in time series models
3.To be able to gain the ability of economics future forecasting
4.Gaining the ability to introduce social events into mathematical patterns
5.To be able to examine causality among the events taking place in the economy
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
The Historical Development of Time Series Analysis
Week 2 - Theoretical
Graphical Representations of Economic Time Series
Week 3 - Theoretical
Stationarity and lag operator
Week 4 - Theoretical
Autoregressive (AR) and Moving Average (MA) process
Week 5 - Theoretical
Mixed Processes ARMA(p,q) models estimation
Week 6 - Theoretical
Evaluation of Forecasts
Week 7 - Theoretical
The Box and Jenkins Method
Week 8 - Theoretical
Forecast with time series models
Week 9 - Theoretical
Unit Root tests (ADF, DF, PP ).
Week 10 - Theoretical
Causality and Granger causality tests
Week 11 - Theoretical
VAR models
Week 12 - Theoretical
Variance Decomposition and Impact-Response Functions
Week 13 - Theoretical
Examination of sample studies
Week 14 - Theoretical
Term Project Presentation
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%30
Final Examination1%60
Assignment1%10
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory14103182
Assignment1224
Midterm Examination1819
Final Examination110111
TOTAL WORKLOAD (hours)206
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
PÇ-8
PÇ-9
PÇ-10
OÇ-1
5
5
OÇ-2
5
5
OÇ-3
5
5
OÇ-4
5
5
OÇ-5
5
5
Adnan Menderes University - Information Package / Course Catalogue
2026