Pre-requisite(s):
MATH1083 CALCULUS II, and
MATH1063 LINEAR ALGEBRA II
Course Description: Due to growing importance and relevance of applied time series econometrics in finance and other related fields, the course is designed to help the students to understand the concepts, methods, applications and usefulness of time series analysis to various problems relating to finance. Practical examples from the industry and economy are the hall mark of the course combined with laboratory experiments with the latest software applications. For practical purposes, the course is extremely useful for management professionals working in different sectors and in various positions of decisions making. Upon completing this course, students should be able to master traditional methods of Time Series analysis, intended mainly for working with time series data.
