NCHU Course Outline

Course Name	(中) 時間序列分析(6438)
	(Eng.) Time-Series Analysis
Offering Dept	Department of Marketing
Course Type	Elective			Credits	3	Teacher	Ho, Yi-Mo
Department	Department of Marketing / Graduate			Language	Chinese	Semester	2026-SPRING
Course Description	本課程旨在探討時間序列分析與計量經濟領域中，常用的基礎模型與分析方法，奠定探索相關實務應用之基礎。
Prerequisites

Relevance of Course Objectives and Core Learning Outcomes(%)			Teaching and Assessment Methods for Course Objectives
Course Objectives	Competency Indicators	Ratio(%)	Teaching Methods	Assessment Methods
協助同學了解時間序列分析相關原理及實務應用，提升判讀資料、建模，以及資料分析之能力。	2.Professional Knowledge 6.Innovation 8.Independent Problem-Solving	30 30 40	topic Discussion / Production Discussion Lecturing	Written Presentation Attendance Oral Presentation Assignment Quiz
Course Content and Homework/Schedule/Tests Schedule
Week Course Content Week 1 國定假日 Week 2 時間序列分析之基礎概念與研究範疇 Week 3 基礎統計學與分析軟體簡介 Week 4 迴歸分析與計量經濟模型簡介 Week 5 計量預測方法簡介 Week 6 國定假日 Week 7 自我回歸(AR)與移動平均(MA)模型 Week 8 單根檢定和自我回歸移動平均(ARMA)模型 Week 9 自我回歸移動平均(ARMA)相關模型研討 Week 10 國定假日 Week 11 期中報告 Week 12 向量自我回歸模型(VAR)模型與向量誤差修正模型(VECM)模型 Week 13 向量誤差修正模型(VECM)與相關模型研討 Week 14 其他時間序列專題介紹 Week 15 期末報告(1) Week 16 期末報告(2) self-directed learning    02.Viewing multimedia materials related to industry and academia.
Evaluation
課堂表現：25% 作業：15% 期中報告: 20% 期末報告: 40%
Textbook & other References
無指定教科書 參考教材: 時間序列分析：經濟與財務上之應用(三版)，楊奕農，雙葉書廊 時間序列分析：總體經濟與財務金融之應用(三版)，陳旭昇，雙葉書廊 計量經濟學(7版)，Jeffrey M. Wooldridge，胥愛琦 譯，華泰文化 追蹤資料分析：原理與R程式實務，何宗武，雙葉書廊 Cowpertwait, P. S., & Metcalfe, A. V. (2009). Introductory time series with R. Springer Science & Business Media. Shumway, R. H., Stoffer, D. S., & Stoffer, D. S. (2000). Time series analysis and its applications (Vol. 3). New York: springer.
Teaching Aids & Teacher's Website
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