檔案產生時間：2018/10/9 下午 03:12:23
本表如有異動，於4小時內自動更新

一、課程基本資料 Course Information
科目名稱 Course Title： (中文)總體計量經濟學全英語授課 (英文)MACROECONOMETRICS		開課學期 Semester：106學年度第2學期 開課班級 Class：經博一
授課教師 Instructor：米克里斯多 MICHALOPOULOS, CHRISTOS
科目代碼 Course Code：DEC81801	單全學期 Semester/Year：單			分組組別 Section：全英語授課
人數限制 Class Size：	必選修別 Required/Elective：必			學分數 Credit(s)：3
星期節次 Day/Session： 二678	前次異動時間 Time Last Edited：107年01月10日15時25分
經濟學系(博士班)基本能力指標 Basic Ability Index
編號 Code 指標名稱 Basic Ability Index 本科目對應之指標 Correspondent Index 達成該項基本能力之考評方式 Methods Of Evaluating This Ability 1 具備論文發表能力 The ability to present and publish academic papers. ● 》出缺席狀況 》作業成績 》紙筆測驗 》外文閱讀 》團隊參與 2 具備經濟理論的闡述能力 The ability to explain economic theories. ● 》出缺席狀況 》課堂討論與表現 》報告(含個人或小組、口頭或書面、專題、訪問、觀察等形式) 》作業成績 》紙筆測驗 》外文閱讀 》團隊參與 3 具備計量及資料分析能力 The ability to do econometric and data analysis. ● 》出缺席狀況 》報告(含個人或小組、口頭或書面、專題、訪問、觀察等形式) 》作業成績 》紙筆測驗 》外文閱讀 》團隊參與 4 具備從事獨立研究的能力 The ability to do economic research independently. ● 》出缺席狀況 》報告(含個人或小組、口頭或書面、專題、訪問、觀察等形式) 》作業成績 》紙筆測驗 》外文閱讀 》團隊參與 5 具備經濟應用及政策分析能力 The ability to apply economic theories and conduct policy analysis. ● 》課堂討論與表現 》報告(含個人或小組、口頭或書面、專題、訪問、觀察等形式) 》作業成績 》紙筆測驗 》外文閱讀 》團隊參與
二、指定教科書及參考資料 Textbooks and Reference (請修課同學遵守智慧財產權，不得非法影印)
●指定教科書 Required Texts Time Series Analysis with Applications in R ●參考書資料暨網路資源 Reference Books and Online Resources
三、教學目標 Objectives
We will learn basic time series models with applications using the statistical software R. We start with discussing fundamental concepts like what is a stochastic process in time, tits mean and variance covariance and what does it mean a process to be stationary. We will move on to first modelling trending time series and then develop models for stationary time series (AR, MA, ARMA). We will continue with non-stationary time series models (ARIMA) and if time permits we will discuss specification and estimation issues.
We will learn basic time series models with applications using the statistical software R. We start with discussing fundamental concepts like what is a stochastic process in time, tits mean and variance covariance and what does it mean a process to be stationary. We will move on to first modelling trending time series and then develop models for stationary time series (AR, MA, ARMA). We will continue with non-stationary time series models (ARIMA) and if time permits we will discuss specification and estimation issues.
四、課程內容 Course Description
●整體敘述 Overall Description We will learn basic time series models with applications using the statistical software R. We start with discussing fundamental concepts like what is a stochastic process in time, tits mean and variance covariance and what does it mean a process to be stationary. We will move on to first modelling trending time series and then develop models for stationary time series (AR, MA, ARMA). We will continue with non-stationary time series models (ARIMA) and if time permits we will discuss specification and estimation issues.
●分週敘述 Weekly Schedule 週次 Wk 日期 Date 課程內容 Content 備註 Note 1 2/27 Introduction to R  　 2 3/6 Introduction to Time Series  　 3 3/13 Fundamental concepts  　 4 3/20 Fundamental concepts  　 5 3/27 Trending Time Series  　 6 4/3 Trending Time Series  　 7 4/10 Stationary Time series models (AR,MA,ARMA)  　 8 4/17 Stationary Time series models (AR,MA,ARMA)  　 9 4/24 Stationary Time series models (AR,MA,ARMA)  　 10 5/1 Nonstationary Time series models (ARIMA)  　 11 5/8 Nonstationary Time series models (ARIMA)  　 12 5/15 Model Specification  　 13 5/22 Model Specification  　 14 5/29 Parameter Estimation  　 15 6/5 Parameter Estimation  　 16 6/12 Forecasting  　 17 6/19 Time series models for Heteroskedasticity  　 18 6/26 Final Exams

五、考評及成績核算方式 Grading

配分項目 Items 次數 Times 配分比率 Percentage 配分標準說明 Grading Description 出席 18 20%   平時作業 6 30%   學期考   50%   配分比率加總 100%

六、授課教師課業輔導時間和聯絡方式 Office Hours And Contact Info

●課業輔導時間 Office Hour Monday 4-6 pm

●聯絡方式 Contact Info 研究室地點 Office：3413 EMAIL：mixalopoulosx@gmail.com 聯絡電話 Tel： 其他 Others：

七、教學助理聯絡方式 TA’s Contact Info

教學助理姓名 Name 連絡電話 Tel EMAIL 其他 Others

八、建議先修課程 Suggested Prerequisite Course

九、課程其他要求 Other Requirements

十、學校教材上網及教師個人網址 University’s Web Portal And Teacher's Website

學校教材上網網址 University’s Teaching Material Portal： 東吳大學Moodle數位平台：http://isee.scu.edu.tw

教師個人網址 Teacher's Website：

其他 Others：

十一、計畫表公布後異動說明 Changes Made After Posting Syllabus