|
Week |
Subject |
Related Preparation |
1) |
Introduction to time series. Time series data, basic modeling, principles of stochastic modeling. |
|
2) |
Defining components of time series. |
|
3) |
Definition and properties of Autoregresive (AR) time series. |
|
4) |
Definition and properties of Moving Average (MA)time series. |
|
5) |
Definition and properties of autoregesive moving average time series. |
|
6) |
Definition and properties of non-stationary autoregresive moving average (ARIMA) time series. |
|
7) |
Tests of stationarity. |
|
8) |
Problem solutions. |
|
9) |
The Box-Jenkins method and properties. Estimation with the Box Jenkins method. |
|
10) |
Box Jenkins method continued. |
|
11) |
Definition and properties of GARCH model. |
|
12) |
Definition and properties of the ARCH-M model. |
|
13) |
The vector autoregresive model. |
|
14) |
Cointigration technique. |
|
Course Notes: |
Turkish books:
1. Ekonometrik Zaman Serileri Analizi EViews Uygulamalı, M. Sevüktekin ve M. Nargeleçekenler, Nobel Yayın, 2007. 2. Zaman Serileri Analizi, H. Bozkurt, Ekin Kitabevi, 2007. YARDIMCI KİTAPLAR: 3. Zaman Serileri Analizi (Birim Kökler ve Kointegrasyon), Y. Akdi, Bıçaklar Kitabevi, 2003.
English references
Time Series Analysis and Its Applications With R Examples, R.H. Shumway and D.S. Stoffer, Springer, 2006.
Statistical Methods for Forecasting, B. Abraham and J. Ledolter, John Wiley and Sons, Inc. Publication, 2005. |
References: |
|
|
Program Outcomes |
Level of Contribution |
1) |
Ability to assimilate mathematic related concepts and associate these concepts with each other.
|
|
2) |
Ability to gain qualifications based on basic mathematical skills, problem solving, reasoning, association and generalization.
|
|
3) |
Be able to organize events, for the development of critical and creative thinking and problem solving skills, by using appropriate methods and techniques. |
|
4) |
Ability to make individual and team work on issues related to working and social life. |
|
5) |
Ability to transfer ideas and suggestions, related to topics about his/her field of interest, written and verball. |
|
6) |
Ability to use mathematical knowledge in technology. |
|
7) |
To apply mathematical principles to real world problems. |
|
8) |
Ability to use the approaches and knowledge of other disciplines in Mathematics. |
|
9) |
Be able to set up and develope a solution method for a problem in mathematics independently, be able to solve and evaluate the results and to apply them if necessary. |
|
10) |
To be able to link abstract thought that one has to concrete events and to transfer the solutions and examine and interpret the results scientifically by forming experiments and collecting data. |
|
11) |
To be able to conduct a research either as an individual or as a team member, and to be effective in each related step of the project, to take role in the decision process, to plan and manage the project by using time effectively. |
|
12) |
To be able to acquire necessary information and to make modeling in any field that mathematics is used and to improve herself/himself, |
|