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| Semester | fall semester 2021 |
| Course frequency | Every fall sem. |
| Lecturers | Daniele Ballinari (daniele.ballinari@unibas.ch, Assessor) |
| Content | The course introduces students to the basic concepts of linear time series econometrics. We start with the detection and estimation of trends and seasonal components of a time series. After the introduction of the concept of “stationarity,” we will cover three time series models: the autoregressive process (AR), the moving average process (MA), and ARMA models. The last part of the course covers the basics of forecasting. Each covered topic will be accompanied by examples in the statistical programming language R. The goal of the course is to provide students with the basic knowledge for working with time series data. |
| Bibliography | - Slides - Script with R examples - The lecture notes will make references to two books. The online book Forecasting: Principles and Practice1 offers a simple description of the basic concepts of time series econometrics. For more advanced topics and in-depth discussions we refer to the book: Robert H Shumway and David S Stoffer. Time Series Analysis and Its Applications: With R Examples. Springer, 2017 |
| Admission requirements | The course 10172 Einführung in die Ökonometrie" should be passed succesfully. |
| Course application | Registration: Please enrol in MOnA. EUCOR-Students and students of other Swiss Universities have to enrol at the students administration office (studseksupport1@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Interval | Weekday | Time | Room |
|---|---|---|---|
| wöchentlich | Monday | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S16 HG.39 |
| Comments | The course is planned as an in-class course, if necessary it will be offered in hybrid form, i.e. with a simultaneous livestream or as an online presence course. |
| Modules |
Electives Bachelor Business and Economics: Recommendations (Bachelor's Studies: Business and Economics (Start of studies before 01.08.2021)) Electives Bachelor Business and Economics: Recommendations (Bachelor's degree subject: Business and Economics (Start of studies before 01.08.2021)) Modul: Wahlbereich in Wirtschaftswissenschaften (Bachelor's degree subject: Business and Economics) Wahlbereich innerfakultär: Zusätzliches Lehrangebot (Bachelor's Studies: Business and Economics) |
| Assessment format | record of achievement |
| Assessment details | The students have to take one home assignment and one written final exam that will take place during the last lecture. written exam: 06.12.21; 10:15-11:45. WWZ S16: A-Z. In case COVID-19 protective measures prevent examination on site, the faculty reserves the right to conduct the examination electronically during the same time slot. You can still withdraw from the examination by submitting a completed, signed form to our office from 19.10.21 until 29.10.21 / 12:00 o’clock. Please send your form by mail to belegungstorno-wwz@unibas.ch. You will find the examination withdrawal form on the Homepage of the Student Dean’s Office. |
| Assessment registration/deregistration | Reg.: course registration, dereg: cancel course registration |
| Repeat examination | no repeat examination |
| Scale | 1-6 0,1 |
| Repeated registration | as often as necessary |
| Responsible faculty | Faculty of Business and Economics , studiendekanat-wwz@unibas.ch |
| Offered by | Faculty of Business and Economics |