Economics: Time Series Analysis
Course · 7.5 credits
Description
The course gives an introduction to basic concepts within time series analysis. The univariate analysis of time series in this course is based upon ARMA/ARIMA and ARCH-/GARCH models. Multivariate time series analysis is based on VAR models. Nonstationary time series are analysed using unit root tests, cointegration methods and VEC models. Theoretical studies are interwoven with practical applications in financial economics and macroeconomics.
Course documents
Closed for applications
Application opportunitiesContact
Department of Economics
Visiting address
Tycho Brahes väg 1, 223 63 Lund
Postal address
Box 7080, 220 07 Lund
+46 46 222 00 00
Mårten Wallette
Study advisor
+46 46 222 86 75
marten [dot] wallette [at] nek [dot] lu [dot] se
Requirements and selection
Entry requirements
Students admitted to the Master Programme in Economics or the Master Program in Finance, and who have taken the courses NEKN31 “Advanced Econometrics” or NEKN82 “Empirical Finance”, are eligible to take this course. Students admitted to the Master Programme in Data Analytics and Business Economics are eligible to take this course. For other students at least 90 ECTS-credits in economics are required. These must include 15 ECTS-credits at the advanced level, including the course NEKN31 "Advanced Econometrics" or NEKN82 “Empirical Finance” or an equivalent course in econometrics at the advanced level.
Selection criteria
English language requirements
Most of Lund University’s programmes require English Level 6 (unless otherwise stated under 'Entry requirements'). This is the equivalent of an overall IELTS score of 6.5 or a TOEFL score of 90. There are several ways to prove your English language proficiency – check which proof is accepted at the University Admissions in Sweden website. All students must prove they meet English language requirements by the deadline, in order to be considered for admission.
How to prove your English proficiency – universityadmissions.se
Country-specific requirements
Check if there are any country-specific eligibility rules for you to study Bachelor's or Master's studies in Sweden:
Country-specific requirements for Bachelor's studies – universityadmissions.se
Country-specific requirements for Master's studies – universityadmissions.se
Apply
Start Spring Semester 2025
Day-time Lund, part time 50%
In English
Study period
20 January 2025 - 23 March 2025
Application
You can only apply for this course in the 'Swedish student' application round. Find out more: Applying for studies – when to apply
How to apply
Lund University uses a national application system run by University Admissions in Sweden. It is only possible to apply during the application periods.
Step 1: Apply online
- Check that you meet the entry requirements of the programme or course you are interested in (refer to the section above on this webpage).
- Start your application – go to the University Admissions in Sweden website where you create an account and select programmes/courses during the application period.
Visit the University Admissions in Sweden website - Rank your programme/course choices in order of preference and submit them before the application deadline.
Step 2: Submit documents
- Read about how to document your eligibility and how to submit your documents at the University Admissions in Sweden website. Follow any country-specific document rules for Master's studies or Bachelor's studies
Country-specific requirements for Bachelor's studies – universityadmissions.se
Country-specific requirements for Master's studies – universityadmissions.se
- Get all your documents ready:
- official transcripts and high school diploma (Bachelor's applicants)
- official transcripts and degree certificate or proof that you are in the final year of your Bachelor's (Master's applicants)
- passport/ID (all applicants) and
- proof of English proficiency (all applicants).
- Prepare programme-specific documents if stated in the next paragraph on this webpage.
- Upload or send all required documents to University Admissions before the document deadline.
- Pay the application fee (if applicable – refer to the section below on this webpage) before the document deadline.
* Note that the process is different if you are applying as an exchange student or as a part of a cooperation programme (such as Erasmus+).
* If you have studied your entire Bachelor's programme in Sweden and all of your academic credits are in Ladok, you do not have to submit transcripts or your diploma when applying for a Master's programme. However, there may still be other documents you need to submit! See the link below.
* Svensk student?
Läs instruktionerna om att söka till ett internationellt masterprogram på lu.se
Tuition fees
Non-EU/EEA citizens
Full programme/course tuition fee: SEK 16 875
First payment: SEK 16 875
Citizens of a country outside of the European Union (EU), the European Economic Area (EEA) and Switzerland are required to pay tuition fees. You pay one instalment of the tuition fee in advance of each semester.
Tuition fees, payments and exemptions
EU/EEA citizens and Switzerland
There are no tuition fees for citizens of the European Union (EU), the European Economic Area (EEA) and Switzerland.
Application fee
If you are required to pay tuition fees, you are generally also required to pay an application fee of SEK 900 when you apply at the University Admissions in Sweden website. You pay one application fee regardless of how many programmes or courses you apply to.
- Paying your application fee – universityadmissions.se
- Exemptions from paying the application fee – universityadmissions.se
- Convert currency – xe.com
*Note that there are no tuition or application fees for exchange students or doctoral/PhD students, regardless of their nationality.
Scholarships & funding
Lund University Global Scholarship programme
The Lund University Global Scholarship programme is a merit-based and selective scholarship targeted at top academic students from countries outside the EU/EEA.
Lund University Global Scholarship
Within the framework of the Lund University Global Scholarship programme, the University also offers the African Research Universities Alliance (ARUA) Scholarship targeted at top academic students from selected African research universities.
Swedish Institute Scholarships
The Swedish Institute offers scholarships to international students applying for studies in Sweden at Master's level.
Scholarship information on the Swedish Institute website
Country-specific scholarships and funding options
Lund University has agreements with scholarship organisations and funding bodies in different countries, which may allow applicants to apply for funding or scholarships in their home countries for their studies at Lund University.