Yozgat Bozok University Lifelong Learning Programme

Description of Individual Course Units

Course Unit Code	Course Unit Title	Type of Course Unit	Year of Study	Semester	Number of ECTS Credits
İKT6206.01	ZAMAN SERİLERİ ANALİZİ II	Elective	1	2	7

Level of Course Unit

Second Cycle

Objectives of the Course

The main aim of this course is to teach basic econometrics, econometric models, statistical theory and basic economic literatüre and how to use them in real.

Name of Lecturer(s)

Learning Outcomes

1	To be able to compass economic theory, statistical and econometric analyzes.
2	To be able to analyze economic event with qualitative and quantitative methods.
3	To be able to compare econometric and statistical analyzes with economic hppening
4	To be able to plan an programme economic events using econometric and statistical methods. To be able to do economic planning and program events with econometric and statistical Analytics
5	To be able to follow economic events happens in our country and around the world easily.

Mode of Delivery

Formal Education

Prerequisites and co-requisities

None

Recommended Optional Programme Components

None

Course Contents

"Advanced simultaneous equations estimation and testing procedures; models that use both cross-section and time-series data, varying parameter models; diagnostic tests, model selection and pre-test estimators; non- linear regression models; time-series and distributed lag models; introductory Bayesian methods."

Weekly Detailed Course Contents

Week	Theoretical	Practice	Laboratory
1	Stationary Tests with Correlogram
2	Stationary Tests with Correlogram
3	Statistical Models of Autoregressive (AR) Models, Moving Average Models (MA)
4	Statistical Models of Autoregressive (AR) Models, Moving Average Models (MA)
5	Non-Stationary and Integrated Process, Autoregressive Integrated Moving Average Models (ARIMA), Statistical Models for Them, Seasonal Box-Jenkins ARIMA Models.
6	Non-Stationary and Integrated Process, Autoregressive Integrated Moving Average Models (ARIMA), Statistical Models for Them, Seasonal Box-Jenkins ARIMA Models.
7	Midterm Exam
8	Unit Root Tests for Univariate Process
9	Unit Root Tests for Univariate Process
10	Cointegration and Conintegration Tests
11	Cointegration and Conintegration Tests
12	Error Correction Models, Seasonal Integration and Cointegration
13	Error Correction Models, Seasonal Integration and Cointegration
14	Repeat course
15	Final Examination

Recommended or Required Reading

Enders, W., Applied Econometric Time Series, New York: John Wiley &Sons,Inc., 1995. Hamilton, J. D., Time Series Analysis, Princeton, New Jersey: Princeton

Planned Learning Activities and Teaching Methods

Assessment Methods and Criteria

Term (or Year) Learning Activities	Quantity	Weight
Midterm Examination	1	100
SUM		100
End Of Term (or Year) Learning Activities	Quantity	Weight
Final Examination	1	100
SUM		100
Term (or Year) Learning Activities		40
End Of Term (or Year) Learning Activities		60
SUM		100

Language of Instruction

Work Placement(s)

None

Workload Calculation

Activities	Number	Time (hours)	Total Work Load (hours)
Midterm Examination	1	1.5	1.5
Final Examination	1	1.5	1.5
Attending Lectures	14	3	42
Problem Solving	5	2	10
Self Study	14	3	42
Individual Study for Homework Problems	5	2	10
Individual Study for Mid term Examination	1	40	40
Individual Study for Final Examination	1	50	50
TOTAL WORKLOAD (hours)			197.0

Contribution of Learning Outcomes to Programme Outcomes

LO1

LO2

LO3

LO4

LO5

* Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High