Financial Econometrics – TIME SERIES ANALYSIS AND FORECASTING

Financial Econometrics – TIME SERIES ANALYSIS AND FORECASTING

The written report should be 1,000 words (plus or minus 10%) in length (including, introduction, main report and conclusion, but not the reference list), word-processed and should be of a professional format suitable for the audience.

FORMAT OF REPORT – Executive summary, introduction, logical structure, clear explanation and appropriate referencing. The majority of the marks will be given to students that produce evidence of:

• A good understanding of time series analysis.

• A good understanding of time series regression analysis and forecasting.

• Critical thinking in the interpretation of the findings.