Course Name Code Semester T+U Hours Credit ECTS
Time Series Analysis EKO 557 0 3 + 0 3 6
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Level yuksek_lisans
Course Type Optional
Course Coordinator Prof.Dr. HİLAL YILDIZ
Course Lecturers Prof.Dr. HİLAL YILDIZ,
Course Assistants
Course Category
Course Objective
Course Content
# Course Learning Outcomes Teaching Methods Assessment Methods
1 Lecture, Testing,
2 Discussion, Oral Exam,
3 Drilland Practice, Homework,
Week Course Topics Preliminary Preparation
1 Time Series Components
2 Time Series Models - 1
3 Time Series Models - 2
4 Stationarity Concept
5 Unit Root Tests -1
6 Unit Root Tests -2
7 VAR Analysis
8 Cointegration Tests - 1
9 Cointegration Tests - 2
10 The concept of causality
11 Causality Test
12 Impact of Structural Break
13 Allow the Structural Break Unit Root Tests
14 Allow the Structural Break Cointegration Tests
Course Notes Mustafa Sevüktekin, Mehmet Çınar, 2014, Ekonometrik Zaman Serileri Analizi, Dora<br>Ruey S. Tsay , 2010, Analysis of Financial Time Series, Wiley<br>Terence C. Mills, Raphael N. Markellos, 2008, The Econometric Modelling of Financial Time Series, Cambridge
Course Resources
Order Program Outcomes Level of Contribution
1 2 3 4 5
1 Economic and financial issues in conjunction with the expansion and deepening of information by econometric analysis information to evaluate, interpret and apply X
2 Using the theoretical knowledge in finance and economics combine the ability to apply scientific methods and knowledge of econometric methods to analyze and interpret X
3 Problems experienced in the financial sector to analyze with scientific methods and solutions development X
4 The oral and visual way to transfer to Current developments in the financial sector, for the financial sector and outside groups as written X
5 Both public as well as how it should be in the private sector require highly skilled personnel; have the theoretical knowledge and practical advanced analysis capabilities in economic and financial matters X
6 At least one foreign language spoken and written communication having the ability ("European Language Portfolio Global Scale", Level B2 X
7 they internalize the knowledge and problem-solving skills, ability to apply interdisciplinary studies X
Evaluation System
Semester Studies Contribution Rate
1. Ara Sınav 40
1. Kısa Sınav 20
1. Ödev 20
2. Kısa Sınav 20
Total 100
1. Yıl İçinin Başarıya 50
1. Final 50
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Course Duration (Including the exam week: 16x Total course hours) 16 3 48
Hours for off-the-classroom study (Pre-study, practice) 16 6 96
Mid-terms 1 1 1
Quiz 1 1 1
Final examination 1 1 1
Total Workload 147
Total Workload / 25 (Hours) 5.88
dersAKTSKredisi 6