Faculty of Engineering and Natural Sciences · Industrial Engineering (English 30%) · Undergraduate
ECTS: 5 T+P+L: 3+0+0 Departmental Elective
Coordinator: Arş. Gör. Biset TOPRAK
Course Objective
1. Learn existing techniques in time series econometrics
2. Measure quality and estimation quality in time series models
3. Learn the applications in finance
Course Content
ARIMA, Diagnostic Checking, Model Selection, ARMA, ARIMA, Forecasting
Core Area Distribution
(46) Mathematics and Statistics%70 (52) Engineering and Engineering Trades%30
Teaching Methods
ExpressionQuestion-AnswerDiscussionExercise and PracticeSimulationSelf studyProblem Solving
Assessment & Evaluation
HomeworkProject / DesignTesting (Essay / Tests: True-Falls, multiple-choice, short answer, matching)
ECTS / Workload
| Activity | Quantity | Duration (h) | Total Workload |
|---|---|---|---|
| Course Duration (Including Exam Week) | 14 | 3 | 42 |
| Out of Class Study Period | 0 | 0 | 0 |
| Midterm | 1 | 2 | 2 |
| Quiz | 0 | 0 | 0 |
| Assignment | 2 | 5 | 10 |
| Practice | 0 | 0 | 0 |
| Final | 1 | 2 | 2 |
Course Schedule
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