Course overview
This course deepens critical thinking, reasoning, and mathematical problem-solving in time series methods in econometrics (e.g., stationarity; unit roots; autoregressive moving average; forecasting; maximum likelihood estimation; (structural) vector autoregression; co-integration) with an emphasis on understanding the methods and applying them to real-world data.
Course learning outcomes
- Demonstrate knowledge in various advanced time series econometric methods, estimation methods and related econometric theories
- Apply these methods to empirical data or develop new time series econometric theories
- Write code using specialised software
- Use specialised software to estimate time series econometric models using real world data
- Interpret time series models' estimates
Fee calculator
To display course fees, please select your status and program below:
We’re updating this Fee Calculator. It currently shows fees for programs only. Please check the relevant program for full fee details.
Study Abroad student tuition fees are available here.
Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.
If you are studying in a Professional Pathway Psychology or Clinical Psychology program, please refer to the Student Contributions amounts published here.
The Student Contribution amount displayed below is for students commencing a new program from 2021 onwards. If you are continuing in a program you commenced prior to 1 January 2021, or are commencing an Honours degree relating to an undergraduate degree you commenced prior to 1 January 2021, you may be charged a different Student Contribution amount from the amount displayed below. Please check the Student Contribution bands for continuing students here. If you are an international student, or a domestic student studying in a full fee paying place, and are continuing study that you commenced in 2025 or earlier, your fees will be available here before enrolments open for 2026.