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TIME SERIES ANALYISIS

EIE3002 TIME SERIES ANALYSIS
3 Credits

Pre-requisite EIA2006 Basic Econometrics
Learning
Outcomes At the end of this course, the students are able to:

1. identify patterns in time series data;
2. analyze the characteristics and behaviour of time series data;
3. develop various models for forecasting; and
4. evaluate the results arising from the application of time series analysis in
business, economics and administration.

Synopsis The course covers concepts and their application in business, economics and
administration for the following topics:
1. Patterns in time series data
2. Deterministic time series models
3. Stochastic time series models
4. Model selection and evaluation
5. Forecast evaluation

References 1. Makridakis, S., S.C. Wheelwright and Hyndman. 1998. Forecasting: Methods
& Applications. New York: Wiley.
nd
2. Deibold F.X., Elements of Forecasting, 4 Edition, South-Western, Thomson
Learning, 2007.
3. Gujarati, D. N., 2003. Basic Econometrics. 4 Edn. New York: McGraw-Hill
th
4. Mohd. Alias Lazim. (2011). Introductory Business Forecasting - A Practical
Approach. 3 Edn., UPENA UiTM.
rd

Soft Skills CS1
CT1, CT2, CT5

Assessment Continuous Assessment : 50%
Final Examination : 50%

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