LEARNING OUTCOMES
Students learn
- statistical modeling
- to understand how to analyze time series data and make forecasts in economics and business
- to design statistical research.
Credits: 6
Schedule: 01.03.2022 - 14.04.2022
Teacher in charge (valid for whole curriculum period):
Teacher in charge (applies in this implementation): Tomi Seppälä, Hannu Kahra
Contact information for the course (applies in this implementation):
CEFR level (valid for whole curriculum period):
Language of instruction and studies (applies in this implementation):
Teaching language: English. Languages of study attainment: English
CONTENT, ASSESSMENT AND WORKLOAD
Content
valid for whole curriculum period:
Topics in linear models and time series analysis: special estimation methods of regression models, ARMA and ARIMA models, forecasting, stationarity, integrated series, cointegration, ARCH and GARCH models, multivariate models, panel data
Assessment Methods and Criteria
valid for whole curriculum period:
NOTE! Students must pass a preliminary assignment in order to be able to attend the course. More information will be given on the MyCourses page of the course closer to the begin of the registration.
exam
assignments
Workload
valid for whole curriculum period:
Contact teaching
Independent work
Exam
DETAILS
Substitutes for Courses
valid for whole curriculum period:
Prerequisites
valid for whole curriculum period:
FURTHER INFORMATION
Further Information
valid for whole curriculum period:
Teaching Language : English
Teaching Period : 2022-2023 No teaching
2023-2024 No teaching