ECOM30004 Time Series Analysis and Forecasting

ECOM30004 Time Series Analysis and Forecasting (University of Melbourne): rated 3.5/5 overall across 19 reviews collected on UniMelb Wall.

ECOM30004 is a University of Melbourne course taught by the Faculty of Business and Economics in Econometrics. This page brings together its handbook details and what UniMelb students say about it.

Review data updated 2026-10-24.

Course details

Chinese title: 时间序列分析与预测

Type: Undergraduate subject

Subject area: Econometrics

Faculty: Faculty of Business and Economics

Level: Undergraduate Level 3

Handbook year: 2026

Overview

Normally topics will include current techniques used in forecasting in finance, accounting and economics such as regression models, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, cointegration and forecast evaluation, and ARCH models. Semester 2Principal coordinatorDavid HarrisMode of deliveryOn Campus (Parkville)Contact hoursOne x 1-hr lecture (in person), one x 1 hr tutorial and one x 1 hour self-directed online learning consisting of a mix of reco…

ECOM30004 student reviews, difficulty and workload

ECOM30004 has 19 scored reviews: overall 3.5/5 (all out of 5; higher difficulty means harder).

Sources: 19 Reddit comments that an AI model judged to be reviewing this course (average would-recommend 3.5/5).

On Reddit: "I did both this sem. Both are great subjects. I would recommend to take Ecom1 before those classes unless you have learnt about multiple regression stuff before. I remember Statistics only touch some simple regressions and some hypothesis testing, but both TS and AMM assume you …"

On Reddit: "Teaching team was great; Vance did a fine job as lecturer, Daniel did an amazing job as usual tutoring. Content was super interesting and very manageable - didn't feel was missing out much coming from prob+stat. All the material is pretty clear and slides were sufficient. The co…"

The course panel on UniMelb Wall shows every review and discussion in full.

ECOM30004 FAQ

Q: Is ECOM30004 worth taking?

A: Averaged over 19 reviews: overall 3.5/5.

Q: Which faculty teaches ECOM30004, and when is it offered?

A: ECOM30004 is taught by the Faculty of Business and Economics. Check the official handbook for the current year.

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