Course Information
SemesterCourse Unit CodeCourse Unit TitleT+P+LCreditNumber of ECTS CreditsLast Updated Date
-1YBS436Time Series And Forecasting3+0+03629.07.2025

 
Course Details
Language of Instruction Turkish
Level of Course Unit Bachelor's Degree
Department / Program Management Information Systems
Type of Program Formal Education
Type of Course Unit Elective
Course Delivery Method Face To Face
Objectives of the Course The aim of this course is to provide students with practical skills to teach and apply analytical and statistical methods to predict future values using historical data. In this way, students will have the ability to predict future trends and events more accurately.
Course Content The content of this course consists of new techniques developed for the modeling and analysis of economic time series, which continue to develop rapidly in recent years. The concept of stationarity in time series, unit root tests, unit root tests with structural breaks, co-integration analysis and error correction model are explained and applied studies are carried out using econometric package programs.
Course Methods and Techniques The topics covered in the course are complemented by computer applications. In addition, students are informed about how the techniques taught are put into practice by examining various articles on the theoretical topics examined.
Prerequisites and co-requisities None
Course Coordinator Asist Prof. Halime Suvay Eker
Name of Lecturers Asist Prof. MERVE ESRA GÜLCEMAL
Assistants None
Work Placement(s) No

Recommended or Required Reading
Resources Tsay, R.S., Analysis of Financial Time Series, John Wiley, 2010. Enders, W., Applied Econometric Time Series, John Wiley, 2004. Patterson, K., Introduction to Econometrics, A Time series Approach, 2001. Franses, P.H., ve Dick van Dijk, Non-linear Time Series Models in Empirical Finance, Cambridge Univ. Press, 2000. Franses, P.H., Time Series Models for Business and Economic Forecasting, Camb.Uni.Press, 1998. Hamilton, J., Time Series Analysis, Princeton Uni. Press, 2020.
Course Notes Lecture notes

Course Category
Social Sciences %20
Field %80

Planned Learning Activities and Teaching Methods
Activities are given in detail in the section of "Assessment Methods and Criteria" and "Workload Calculation"

Assessment Methods and Criteria
In-Term Studies Quantity Percentage
Mid-terms 1 % 40
Final examination 1 % 60
Total
2
% 100

 
ECTS Allocated Based on Student Workload
Activities Quantity Duration Total Work Load
Course Duration 14 3 42
Hours for off-the-c.r.stud 14 2 28
Assignments 1 20 20
Mid-terms 1 20 20
Final examination 1 40 40
Total Work Load   Number of ECTS Credits 6 150

 
Course Learning Outcomes: Upon the successful completion of this course, students will be able to:
NoLearning Outcomes
1 Can analyze economic events on a qualitative and quantitative level
2 Can make inferences by investigating the existence of economic relations in the long term
3 Can work in applied areas where economic series are used, using the techniques learned

 
Weekly Detailed Course Contents
WeekTopicsStudy MaterialsMaterials
1 Components of Time Series and Purposes of Time Series Analysis
2 Concept of Stationarity, Trend Stationary and Difference Stationary Processes
3 White Noise Process and Random Walk Process
4 Autocorrelation Coefficients and Autocorrelation Function, Partial Autocorrelation Coefficients and Partial Autocorrelation Function
5 Modeling Stationary Time Series (AR, MA and ARMA Models)
6 Modeling Non-Stationary Time Series (ARIMA Models)
7 Unit Root Tests and Applications I
8 Unit Root Tests and Applications II
9 Concept of Cointegration and Engle-Granger Cointegration Test
10 Johansen Cointegration Test
11 Bounds Testing Approach
12 Estimation of Vector Autoregressive and Error Correction Models
13 Granger Causality Analysis
14 Unit root and cointegration tests under structural breaks

 
Contribution of Learning Outcomes to Programme Outcomes
P1 P2 P3 P4 P5 P6 P7 P8
All 3 3 1 2 3 3 4 1
C1 2 3 1 2 3 3 4 1
C2 2 1 1 2 4 3 4 1
C3 4 4 1 3 3 4 4 1

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  https://obs.gedik.edu.tr/oibs/bologna/progCourseDetails.aspx?curCourse=265097&curProgID=5702&lang=en