Introduction to course     

The main objective of this course is to acquaint students with the basic Time Series Analysis with strong emphasis on its application to real life data.This course will introduce the basic principles of Time Series Analysis and Forecasting. The main objective of this course is to acquaint students how to deal Time series data and suitable models with strong emphasis on its application to different fields also studied its  theories and principles.

Learning Outcomes

On the successful completion of the course students will be able to:

  • A broad knowledge of Time Series analysis by using softwares (Eviews)
  • Interpretation and critical evaluation of the outcomes of empirical analysis
  • Theoretical background for the standard methods used in empirical analyses.

Recommended Books

  1.  Chatfield, C. (1996). The Analysis of Time series: An Introduction, chapman and Haall, Londoon.
  2. Chaudhry, Sher Mohammad and Kamal, Shahid, Introduction to Statistical Theory , 7th ed. (Lahore: IlmiKitabKhana, 2010).

Suggested Books 

  1.  Brock well P. J. and davis R. A.   (1991). Time Series Theory and Methods. Springer Verlag New York.
  2. Cox D. R., Hinckley, D. V. and Nielsen O. E. B. (1996).  Time series Models- In Econometerics, Finance and Other fields. Chapman and Hall, London.

Description of system of Evaluation (Exam, assignments etc.):

Mid Term: 30 marks

Sessional: 20 marks

  1. Quiz: 35%

  2. Assignments and Presentation: 35%

  3. Participation: 30%

Final Exam: 50 marks

  1. Class Timing:

Course Material