MA492A: Time Series Analysis (Winter 2019)

Calendar Description

A survey of the econometrics of time series analysis and recent advances in regression methods. (Cross-listed as EC455.)

Prerequisites

ST362 or EC355 (or MA242).

Instructor

Professor Zilin Wang (PhD)
Office: LH3047 (Lazaridis Hall)
Office Hours: Thursday 2:30 p.m. - 3:30 p.m., or by appointment for other time.
E: zwang@wlu.ca
T: x2870

Lectures

Tuesday and Thursday 1 p.m. - 2:20 p.m. in LH3058 (Lazaridis Hall)

Textbook

• Cryer, J. and Chan, K., Time Series Analysis with Applications in R, 2^nd Edition, Springer, 2008.
• Enders, W. Applied Econometric Time Series, 4^th Edition, Wiley, 2014.
• Shumway, Robert H. and Stoffer, David S., Time Series Analysis and Its Applications: with R Examples, 4^th Edition, Springer, 2017.

MyLearningSpace

Materials related to this course and the full course outline will be posted on the MA492 MyLearningSpace website. You are responsible for checking here on a regular basis for important announcements.

Evaluation

A final mark out of 100 will be calculated as follows:

• Assignments (Jan. 22, Feb. 5, March 12, March 28): 15%
• Midterm Test (Thursday, Feb. 14, 2019, 1 p.m. - 2:20 p.m. in class): 25%
• Project (3:30 p.m. on Tuesday, April 2, 2019): 15%
• Final Exam (2.5 hours, exact date, time and location to be announced): 45%

The final mark will be reported as a letter grade in accordance with the conversion table of the current undergraduate calendar.

This document is a summary of the course outline for MA492 and is provided for the convenience of students.