Information Package / Course Catalogue
Time Series Practices
Course Code: MYL620
Course Type: Area Elective
Couse Group: Third Cycle (Doctorate Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

The aim of this course is to observe the changes of variables in a certain time interval, to learn time series techniques, time series analysis and interpretation.

Course Content

Time series, AR, MA, ARMA and ARIMA models, Unit Root,

Name of Lecturer(s)
Learning Outcomes
1.
2.
3.
4.
5.
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
Information about lesson
Week 2 - Theoretical
Data types (cross section, time series, panel data)
Week 3 - Theoretical
cross section in Stata
Week 4 - Theoretical
Time series in Stata
Week 5 - Theoretical
Unit root test
Week 6 - Theoretical
Unit root test
Week 7 - Theoretical
Unit root in Stata
Week 8 - Theoretical
Unit root in Stata
Week 9 - Theoretical
Ar, MA models
Week 10 - Theoretical
AR, MA models in Stata
Week 11 - Theoretical
AR, MA models in Stata
Week 12 - Theoretical
ARMA, ARIMA models
Week 13 - Theoretical
ARMA, ARIMA models in Stata
Week 14 - Theoretical
Time series exercises in Stata
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory144398
Midterm Examination110111
Final Examination120121
TOTAL WORKLOAD (hours)130
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
OÇ-1
4
3
3
4
3
OÇ-2
4
4
4
3
4
OÇ-3
4
3
3
3
3
OÇ-4
4
4
4
4
4
OÇ-5
5
4
4
3
3
Adnan Menderes University - Information Package / Course Catalogue
2026