Information Package / Course Catalogue
Time Series Analysis
Course Code: FEK504
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

Teach the students basic information about the time series

Course Content

Time series analysis, stationary ,autocorrelation, unit root test

Name of Lecturer(s)
Assoc. Prof. Hatice AKDAĞ
Learning Outcomes
1.Recognition of the basic concepts used in time series analysis
2.Understanding the trends and drift
3.Understanding the difference import process
4.Autocorrelation
5.Understanding the stationarity analysis
6.To apply unit root tests
7.To analyze time series
Recommended or Required Reading
1.Ekonometri, RecepTarı, Umuttepe Yayınları, 2012.
Weekly Detailed Course Contents
Week 1 - Theoretical
Main concepts using time series analysis
Week 2 - Theoretical
Trend, drift
Week 3 - Theoretical
Some useful operators
Week 4 - Theoretical
Autocorrelation
Week 5 - Theoretical
Partial autocorrelation functions
Week 6 - Theoretical
Stationarity
Week 7 - Theoretical
Stationarity Tests
Week 8 - Intermediate Exam
Mid-term exam
Week 9 - Theoretical
Stationary and nonstationary time series
Week 10 - Theoretical
Laglength selection criterions
Week 11 - Theoretical
Tests for autocorrelation in residuals
Week 12 - Theoretical
Random walk process
Week 13 - Theoretical
Perron structural break test
Week 14 - Theoretical
Seasonal unit root test
Week 15 - Theoretical
Interpretation of Results
Week 16 - Final Exam
Final Exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory103360
Lecture - Practice46336
Midterm Examination110111
Final Examination115217
TOTAL WORKLOAD (hours)124
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
OÇ-1
1
2
2
1
4
5
5
3
3
OÇ-2
2
2
1
2
3
5
3
4
4
OÇ-3
2
5
1
2
3
4
3
3
3
OÇ-4
2
1
4
1
3
4
3
4
3
OÇ-5
2
1
3
1
3
4
3
5
4
OÇ-6
2
3
1
4
1
2
3
2
1
OÇ-7
2
1
4
2
2
3
5
3
3
Adnan Menderes University - Information Package / Course Catalogue
2026