Accessibility statement

Introduction to Time Series - ECO00020H

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  • Department: Economics and Related Studies
  • Module co-ordinator: Dr. Fabrizio Iacone
  • Credit value: 10 credits
  • Credit level: H
  • Academic year of delivery: 2021-22
    • See module specification for other years: 2022-23

Module will run

Occurrence Teaching period
A Autumn Term 2021-22

Module aims

To provide a careful introduction to the statistical techniques used in the analysis of data observed chronologically. This data arises in a wide range of situations of interest in economics, finance, science and elsewhere

Module learning outcomes

On completing the module a student will be able to:
Have a working knowledge of the main models for analysing a stationary or nonstationary time series
Fit and interpret these models for themselves
Have the capability to read applied literature where these techniques are applied
Be equipped to undertake more advanced study in time series analysis

Indicative assessment

Task Length % of module mark
Closed/in-person Exam (Centrally scheduled)
Introduction to Time Series		 2 hours 100

Special assessment rules

None

Indicative reassessment

Task Length % of module mark
Closed/in-person Exam (Centrally scheduled)
Introduction to Time Series		 2 hours 100

Module feedback

Information currently unavailable

Indicative reading

The course material will be based (selectively) on the following preferred texts:
Brockwell, P. & Davis, R. (2002). Introduction to Time Series and Forecasting. 2nd ed. Springer Verlag.
Hamilton, J. (1994). Time Series analysis. Princeton University Press.


The information on this page is indicative of the module that is currently on offer. The University constantly explores ways to enhance and improve its degree programmes and therefore reserves the right to make variations to the content and method of delivery of modules, and to discontinue modules, if such action is reasonably considered to be necessary. In some instances it may be appropriate for the University to notify and consult with affected students about module changes in accordance with the University's policy on the Approval of Modifications to Existing Taught Programmes of Study.