Joakim
Westerlund
Time Series Analysis
Course literature
Main book (HS): Harris, R., and R.
Sollis (2003): Applied Time Series Modelling and Forecasting. Wileys (ISBN:
0-470-84443-4).
Reading instruction: See the schedule below for
instructions regarding the content of each lecture. Some specific instructions can be
found here.
Schedule
A printable version of the schedule with dates can be
retrieved here.
| Lecture/Lab |
Chapters in HS |
| Lecture 1 |
1 |
| Lecture 2 |
1 |
| Lecture 3 |
2 |
| Lecture 4 |
2 |
| Lecture 5 |
2 |
| Lecture 6 |
3 |
| Lecture 7 |
3/4 |
| Lecture 8 |
4 |
| Lecture 9 |
5 |
| Lecture 10 |
5/6 |
| Lecture 11 |
6 |
| Lecture 12 |
7 |
| Lecture 13 |
7 |
| Lecture 14 |
8 |
| Lecture 15 |
8 |
Examination and computer labs
- The course contains 4 labs using the
software program EViews. These are all mandatory, and must be handed in, either during a
lecture or a lab or by putting it in the multibox at the fourth floor of the Alfa 1
building, before 12pm (at noon) on the day of the deadline.
- There is no written exam, and hence
the grading will be based on the labs. Only labs that
have been handed in before the deadline will be graded. Late labs will only get a
pass/fail grade.
- The labs may be done in groups of up
to 3 persons.
- There are 2 lab groups, Left and
Right. Group Right has the first 2 hours of Lab 1, the last 2 hours of Lab 2, and so on.
- Note: The server does not permit
files with the wf1-extension. The wf1-files below are therefore only downloadable in
txt-format. Once the file has been downloaded, just change the extension to wf1 again and
the EViews workfile should open as usual.
Course evaluation
Do not forget to fill in the evaluation at Kommunikationsforum.
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