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
İKT6106.01	ZAMAN SERİLERİ ANALİZİ I	Elective	1	1	7

Level of Course Unit

Second Cycle

Objectives of the Course

The aim of this course is to enable students to know time series techniques and time series analysis and estimation

Name of Lecturer(s)

Öğr Gör. Berk KÜSBECİ

Learning Outcomes

1	To understand the properties of time series
2	Learn how to predict time series models
3	Learn how to interpret the results obtained from time series models
4	To learn separation methods in seasonal time series

Mode of Delivery

Uzaktan Eğitim

Prerequisites and co-requisities

Recommended Optional Programme Components

Course Contents

Basic concepts, autocovariance and autocorrelation, stationary and non-stationary time series, Box-Jenkins stochastic process models, ARMA and ARIMA models, model determination, parameter estimation, conformity test, nonlinear models, unit root tests, cointegration tests, VAR model estimation, Granger causality tests

Weekly Detailed Course Contents

Week	Theoretical	Practice	Laboratory
1	Difference equations I
2	Difference equations II
3	Stationary time series models I
4	Stationary time series models II
5	Modeling volatility I
6	Modeling volatility II
7	Modeling trend I
8	midterm exam
9	Modeling trend II
10	Multi equation time series models I
11	Multi equation time series models II
12	Cointegration and error correction model I
13	Cointegration and error correction model II
14	Project
15	Final Exam

Recommended or Required Reading

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)

Workload Calculation

Activities	Number	Time (hours)	Total Work Load (hours)
Midterm Examination	1	5	5
Final Examination	1	5	5
Individual Study for Homework Problems	1	120	120
Reading	1	70	70
TOTAL WORKLOAD (hours)			200

Contribution of Learning Outcomes to Programme Outcomes

LO1

LO2

LO3

LO4

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