1	Course Title:	TIME SERIES ANALYSIS
2	Course Code:	EKO5101
3	Type of Course:	Compulsory
4	Level of Course:	Second Cycle
5	Year of Study:	1
6	Semester:	1
7	ECTS Credits Allocated:	7
8	Theoretical (hour/week):	3
9	Practice (hour/week) :	0
10	Laboratory (hour/week) :	0
11	Prerequisites:	No
12	Recommended optional programme components:	None
13	Language:	Turkish
14	Mode of Delivery:	Face to face
15	Course Coordinator:	Prof. Dr. ERKAN IŞIGIÇOK
16	Course Lecturers:	Prof. Dr. Erkan IŞIĞIÇOK
17	Contactinformation of the Course Coordinator:	E-posta : eris@uludag.edu.tr Telefon: 0 224 29 41101 Adres: Uludağ Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Ekonometri Bölümü,16059, Görükle/Bursa.
18	Website:
19	Objective of the Course:	The aim of the course is to teach the basic concepts and models for time series analysis.
20	Contribution of the Course to Professional Development

21

Learning Outcomes:

1 To be able to analyze time-series graphs with different structures.; 2 To be able to analyze the stationary and nonstationary stochastic processes.; 3 To be able to know the relationship between time-series approach to econometric approach. ; 4 To be able to define autoregressive moving average processes. ; 5 To be able to use the Box-Jenkins approach. ; 6 To be able to apply analysis of Granger Causality and interpret the findings.; 7 To be able to apply unit root tests. ; 8 To be able to apply ARIMA models and causal models to the time series data.;

22	Course Content:

Week	Theoretical	Practical
1	Philosophical and Statistical Sense Causality
2	Econometric Approach and Time Series Analysis Approach
3	Factors Affecting the Time Series
4	Theoretical Framework for Analysis of Time Series
5	Theoretical Framework of Causality Tests
6	Data Entry to Eviews Package Program and Features of The Commands
7	Investigation of the Relationships Between Variables with Causality Tests and Eviews Practises
8	Time-Series Patterns and Eviews Practises
9	Stationary and Nonstationary Stochastic Processes
10	Stationarity Analysis with correlogram and Eviews Practises
11	Stationarity Analysis with Unit Root Test and Eviews Practises
12	AR Model Estimation with Box-Jenkins Method and Eviews Practises
13	MA Model Estimation with Box-Jenkins Method and Eviews Practises
14	ARIMA Model Estimation with Box-Jenkins Method and Eviews Practises

23	Textbooks, References and/or Other Materials:	1. Erkan IŞIĞIÇOK, Zaman Serilerinde Nedensellik Çözümlemesi, Uludağ Üniversitesi Basımevi, 1994. 2. Mustafa SEVÜKTEKİN ve Mehmet NARGELEÇEKENLER, Zaman Serileri Analizi, Nobel Yayın Dağıtım, 3. Baskı, 2010.
24	Assesment

TERM LEARNING ACTIVITIES	NUMBER	PERCENT
Midterm Exam	0	0
Quiz	0	0
Homeworks, Performances	4	30
Final Exam	1	70
Total	5	100
Contribution of Term (Year) Learning Activities to Success Grade		30
Contribution of Final Exam to Success Grade		70
Total		100
Measurement and Evaluation Techniques Used in the Course
Information

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ECTS / WORK LOAD TABLE

Activites	NUMBER	TIME [Hour]	Total WorkLoad [Hour]
Theoretical	14	3	42
Practicals/Labs	0	0	0
Self Study and Preparation	14	3	42
Homeworks, Performances	4	10	40
Projects	0	0	0
Field Studies	0	0	0
Midtermexams	0	0	0
Others	0	0	0
Final Exams	1	55	55
Total WorkLoad			179
Total workload/ 30 hr			5,97
ECTS Credit of the Course			6

26	CONTRIBUTION OF LEARNING OUTCOMES TO PROGRAMME QUALIFICATIONS
PQ1 PQ2 PQ3 PQ4 PQ5 PQ6 PQ7 PQ8 PQ9 PQ10 PQ11 PQ12 LO1 2 4 4 5 4 4 2 5 5 3 4 4 LO2 4 4 3 4 4 5 2 4 5 4 5 4 LO3 2 5 4 2 3 5 1 5 5 4 5 4 LO4 2 5 3 4 3 4 2 4 4 4 4 2 LO5 2 5 2 2 3 3 2 3 2 3 3 2 LO6 2 4 2 3 3 5 4 5 5 4 5 4 LO7 3 3 2 4 4 4 4 4 3 3 3 3 LO8 3 5 3 5 4 5 4 4 5 4 5 4

LO: Learning Objectives

PQ: Program Qualifications

Contribution Level:

1 Very Low

2 Low

3 Medium

4 High

5 Very High