Information Package / Course Catalogue
Financial Time Series
Course Code: UEK508
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

Course Content

Name of Lecturer(s)
Learning Outcomes
1.
2.
3.
4.
5.
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
Introuction to Time Series Models
Week 2 - Theoretical
Graphical Analyses of Time Series
Week 3 - Theoretical
Time Series Analyzes, Models and Some Basic Concept
Week 4 - Theoretical
Autocorrelation Analyzes for Time Series, Partial Autocorrelation Analyzes
Week 5 - Theoretical
Portmanteau Tests in Time Series, Correlogram of Time Series and Stationary Tests
Week 6 - Theoretical
Time Series Models and Lag Equations, Distribution Processor and Applied to Time Series Models
Week 7 - Theoretical
Make Stationary the Series That are Non-Stationary
Week 8 - Theoretical
Repeating courses and midterm exam
Week 9 - Theoretical
Stationary Tests with Correlogram
Week 10 - Theoretical
Statistical Models of Autoregressive (AR) Models, Moving Average Models (MA) and Autoregressive Moving Average Models (ARMA)
Week 11 - Theoretical
Non-Stationary and Integrated Process, Autoregressive Integrated Moving Average Models (ARIMA), Statistical Models for Them, Seasonal Box-Jenkins ARIMA Models.
Week 12 - Theoretical
Unit Root Tests for Univariate Process
Week 13 - Theoretical
Cointegration and Conintegration Tests
Week 14 - Theoretical
Error Correction Models, Seasonal Integration and Cointegration
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory1463126
TOTAL WORKLOAD (hours)126
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
OÇ-1
3
4
4
3
2
OÇ-2
4
3
2
5
4
OÇ-3
2
3
2
3
4
OÇ-4
2
3
3
3
2
OÇ-5
5
1
2
3
2
Adnan Menderes University - Information Package / Course Catalogue
2026