310601 Zeitreihenanalyse (V) (SoSe 2015)
Contents, comment
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In dieser Vorlesung werden grundlegende Methoden der Zeitreihenanalyse diskutiert. Dabei wird eine Zeitreihe in verschiedene Komponenten zerlegt und jede Komponente einzeln behandelt:
+ der Trend bildet die längerfristige Tendenz ab
+ die Saison die unterjährigen Schwankungen
+ die zyklische Komponenten modelliert die übrig bleibenden Abhängigkeiten
+ die Restkomponente enthält den nicht prognostizierbaren Teil.
Requirements for participation, required level
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Grundlegende Kenntnisse aus Statistik und Ökonometrie sind notwendig. Das multiple lineare Regressionsmodell wird als bekannt vorausgesetzt. In der ersten Vorlesung werden Notation und wesentliche Resultate aufgefrischt.
Bibliography
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Die Vorlesung orientiert sich stark am Buch Francis Diebold: "The Elements of Forecasting".
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
|---|
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M23 Profilmodul Statistische Methoden | Zeitreihenanalyse | Student information | |
| 31-SW-StaM Statistische Methoden | Zeitreihenanalyse | Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Statistische Wissenschaften / Master | (Enrollment until SoSe 2014) | SW2A | 4 | ||||
| Studieren ab 50 | |||||||
| Wirtschaftsmathematik (1-Fach) / Bachelor | (Enrollment until SoSe 2011) | M.WM.20 | |||||
| Wirtschaftswissenschaften (Kernfach) / Bachelor | (Enrollment until SoSe 2011) | Kernfach | Modul 19 | 5. 6. | 4 | ||
| Wirtschaftswissenschaften (1-Fach) / Bachelor | (Enrollment until SoSe 2011) | Modul 35 | 2 | unbenotet | |||
| Wirtschaftswissenschaften (1-Fach) / Bachelor | (Enrollment until SoSe 2011) | Modul 19; Modul 28; Modul 33 | 5. 6. | 4 |
Die nötigen Kenntnisse werden unter anderem erworben in den Lehrveranstaltungen:
+ Einführung in die Ökonometrie
+ Einführung in die Mikroökonometrie
+ Methoden der Ökonometrie
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- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Thursday, October 22, 2015
- Last update rooms:
- Tuesday, September 1, 2015
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Business Administration and Economics
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