The main purposes of the course are to teach basic concept of time series and time series method sand to provide ability touse time series methods. The course also provided skills for fore casting the future value of basic economic variables.

Introduction to time series, main components of the time series, stationary and testing stationary, additive and multiplicative models, accuracy measures of time series models (MAD, MAPE, MSD), trend analysis and moving average, decomposition of the time series, Box-Jenkins models (AR, ARMA, ARIMA, SAR, SARMA, SARIMA), autoregressive conditional heteroscedastic models (ARCH, GARCH), distributed lag models (Almon, Koyck), smoothing time series (movingaverage, single exponentials moothing, double exponentials moothing, winters' method)