Universität Wien
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040715 UK Zeitreihenanalyse (UK) (2022W)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
ON-SITE

Summary

1 Reschenhofer
2 Reschenhofer

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
Registration information is available for each group.

Groups

Group 1

Ausführliche Kursbeschreibung auf Homepage
http://homepage.univie.ac.at/erhard.reschenhofer/

max. 35 participants
Language: German

Lecturers

Classes

Format:
1. Classroom: Explanation of theoretical concepts and illustrative examples
2. Guided self-learning: Online lecture notes and supporting material
3. Projects: Analysis of macroeconomic, financial and climatological data (discussion of results face to face or online)

Classroom units:
Group 1: Tuesday, 09:40-11:20, HS3, OMP1
Group 2: Tuesday, 11:20-13:00, HS3, OMP1

Group 2

Ausführliche Kursbeschreibung auf Homepage

http://homepage.univie.ac.at/erhard.reschenhofer/

max. 35 participants
Language: German

Lecturers

Classes

Format:
1. Classroom: Explanation of theoretical concepts and illustrative examples
2. Guided self-learning: Online lecture notes and supporting material
3. Projects: Analysis of macroeconomic, financial and climatological data (discussion of results face to face or online)

Classroom units:
Group 1: Tuesday, 09:40-11:20, HS3, OMP1
Group 2: Tuesday, 11:20-13:00, HS3, OMP1

Information

Aims, contents and method of the course

Trend
Time series operators
Moving average filters
Seasonal adjustment
Cycles
Spectral analysis
Autocorrelation
ARFIMA processes
Parametric spectral analysis
GARCH processes

Assessment and permitted materials

Projects: up to 3 x 7 points
Exercises: up to 2 x 1 points
Proofs: up to 9 x 1 points

Minimum requirements and assessment criteria

Grading: 2: 25-28, 3: 21-24, 4: 17-20

Examination topics

Lecture notes on homepage https://homepage.univie.ac.at/erhard.reschenhofer/

Reading list

Brockwell, P. J. and R. A. Davis: Introduction to Time Series and Forecasting, Springer

Association in the course directory

Last modified: Sa 20.08.2022 20:28