ECOM30004 Time Series Analysis and Forecasting

University of Melbourne · Level 3 · 12.5 points · Runs in 2026: Semester 2.

• Final exam 50%
• About 2 class hours a week

Is ECOM30004 hard?

ECOM30004: About average. Makes it easier: Only 2 class hours a week. Makes it harder: You must pass the exam on its own. The easier and harder points roughly balance out. No student reviews yet — based on the Handbook only.

What you learn

Forecasting economic and financial data with time series models like ARIMA, VAR and ARCH.

After it you can

• Pick a forecasting model for a single time series
• Study how several economic series move together
• Model and forecast market volatility

What you need first

(ECOM20001 or ECOM30001 or ECOM30002) or (MAST20004 and MAST20005)

• ECOM20001 Econometrics 1
• ECOM30001 Basic Econometrics
• ECOM30002 Econometrics 2
• MAST20004 Probability
• MAST20005 Statistics

Can’t be taken together with

• ECOM90004

Careers

Helps toward: Statistician, Actuary, Economist

How it’s assessed

Participation 10%, Assignments 40%, Final exam 50%

Student reviews and ratings

No student reviews yet — be the first to rate it.

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Quick answers

When is ECOM30004 offered?

Runs in 2026: Semester 2.

What do I need before taking ECOM30004?

Needs (ECOM20001 or ECOM30001 or ECOM30002) or (MAST20004 and MAST20005).

Does ECOM30004 have a final exam?

Yes, the final exam is 50% of the mark. You must pass the exam on its own. Assessment: Participation 10%, Assignments 40%, Final exam 50%.

How many class hours a week does ECOM30004 have?

2 h a week in class

Can I take ECOM30004 as breadth?

Yes, for: Bachelor of Arts, Bachelor of Biomedicine, Bachelor of Design, Bachelor of Fine Arts (Acting), Bachelor of Fine Arts (Animation), Bachelor of Fine Arts (Dance), Bachelor of Fine Arts (Film and Television), Bachelor of Fine Arts (Music Theatre), Bachelor of Fine Arts (Production), Bachelor of Fine Arts (Screenwriting), Bachelor of Fine Arts (Theatre), Bachelor of Fine Arts (Visual Art), Bachelor of Music, Bachelor of Science.

Can I rate ECOM30004?

Yes. If you've taken it, rate it anonymously on this page (difficulty, workload, marking, would you recommend it) and leave a tip for next year's students. Averages show once 3 students have rated it; tips are checked before they appear.

Source: University of Melbourne Handbook 2026

Always confirm in the official Handbook.

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