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ETF5231
Business forecasting
Unit Guide
Semester 1, 2010
The information contained in this unit guide is correct at time of publication. The University has the right
to change any of the elements contained in this document at any time.
Last updated: 12 Feb 2010
Table of Contents
ETF5231 Business forecasting - Semester 1, 2010................................................................................1
Chief Examiner:...............................................................................................................................1
Lecturer(s) / Leader(s):....................................................................................................................1
Caulfield...............................................................................................................................1
Tutor(s):.......................................................................................................................................................1
Caulfield...........................................................................................................................................1
Unit synopsis...............................................................................................................................................2
Learning outcomes......................................................................................................................................2
Contact hours..............................................................................................................................................2
Further unit information...............................................................................................................................2
Workload.....................................................................................................................................................2
Unit relationships.........................................................................................................................................2
Prerequisites....................................................................................................................................3
Prohibitions......................................................................................................................................3
Teaching and learning method....................................................................................................................4
Timetable information......................................................................................................................4
Unit Schedule..................................................................................................................................4
Unit Resources............................................................................................................................................6
Prescribed text(s) and readings.......................................................................................................6
Recommended text(s) and readings................................................................................................6
Blackboard (MUSO).........................................................................................................................6
Q Manual.........................................................................................................................................7
Calculators.......................................................................................................................................7
Equipment and consumables required or provided.........................................................................7
Assessment.................................................................................................................................................8
Assessment Summary.....................................................................................................................8
Faculty assessment policy...............................................................................................................8
Hurdle requirements........................................................................................................................8
Second marking...............................................................................................................................8
Return of final marks........................................................................................................................8
Applications for extension of time....................................................................................................8
Additional assessment information..................................................................................................8
Assessment tasks............................................................................................................................9
Assessment task 1...........................................................................................................................9
Assessment task 2.........................................................................................................................10
Assessment task 3.........................................................................................................................11
Examinations.................................................................................................................................11
Examination 1................................................................................................................................11
Special consideration.....................................................................................................................11
Assessment criteria - grading descriptors table.............................................................................12
Appendix....................................................................................................................................................13
ETF5231 Business forecasting - Semester 1, 2010
Chief Examiner:
Dr Ann Maharaj
Lecturer(s) / Leader(s):
Caulfield
Dr Ann Maharaj
Senior Lecturer
Phone: +61 3 990 32236
Email: Ann.Maharaj@buseco.monash.edu.au
Location: Room 86, Building H5, Caulfield
Tutor(s):
Caulfield
Please see the ETX3231/ETF5231 MUSO website for tutors' contact information.
1
Unit synopsis
Review of basic time series analysis techniques. Moving averages and exponential smoothing
forecasting methods. Box-Jenkins method of forecasting. Comparison of forecasting techniques.
Introduction to time series regression, dynamic models and cointegration. Applications to time series
from accounting, economics, banking, finance and management areas. Use of Excel and SPSS.
Learning outcomes
The learning goals associated with this unit are to:
identify the basic tools of forecasting and define the basic time series analysis techniques•   
describe the decomposition techniques, exponential smoothing forecasting techniques and
Box-Jenkins method of forecasting
•   
compare the forecasts of real economic, business and financial time series by decomposition
techniques and exponential smoothing techniques using Excel and Box Jenkins method using
SPSS
•   
differentiate between decomposition methods, exponential smoothing methods and
autoregressive methods of forecasting
•   
analyse time series in the business environment using the appropriate methods and interpret
computer output.
•   
Contact hours
Two 1-hour lectures and one 1-hour laboratory/tutorial per week
Further unit information
The unit credit points are 6 points equivalent to a time commitment of 12 hours per week. The total time
commitment expected for this unit is 156 hours. In addition to the (3 hours per week) 39 hours of class
contact (on campus students), you should plan to spend an additional 117 hours during the semester in
study for this unit.  This includes time spent in preparing for and completing assessment tasks, together
with time spent in general study, revision, and examination preparation. Distance education  students
should plan their schedules to allow for 10 to 12 hours a week, consistent over the semester.
Workload
The unit credit points are 6 points equivalent to a time commitment of 12 hours per week. The total time
commitment expected for this unit is 156 hours. In addition to the (3 hours per week) 39 hours of class
contact (on campus students), you should plan to spend an additional 117 hours during the semester in
study for this unit.  This includes time spent in preparing for and completing assessment tasks, together
with time spent in general study, revision, and examination preparation. Distance education  students
should plan their schedules to allow for 10 to 12 hours a week, consistent over the semester.
Unit relationships
ETF5231 Business forecasting - Semester 1, 2010
2
Prerequisites
Students must be enrolled in course codes 3816 or 3822 or must have passed ETX2121, ETX2111 or
MBA9007
Prohibitions
ETX3231
ETF5231 Business forecasting - Semester 1, 2010
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Teaching and learning method
The unit credit points are 6 points equivalent to a time commitment of 12 hours per week. The total time
commitment expected for this unit is 156 hours. In addition to the (3 hours per week) 39 hours of class
contact you should plan to spend an additional 117 hours during the semester in study for this unit. This
includes time spent in preparing for and completing assessment tasks, together with time spent in
general study, revision, and test and examination preparation. 
This unit will be taught as a two-hour class session and a one-hour tutorial each week for 13 weeks. This
will include lectures and tutorials. 
Material relating to the unit will be available on the ETX3231/ETF5231  MUSO site. ALL STUDENTS
MUST ACCESS THIS SITE REGULARLY.
Timetable information
For information on your timetable, including tutorial allocation if required, please refer to:
http://allocate.its.monash.edu.au/
Unit Schedule
Week Topic Tutorials References/Readings Key dates
1 The Forecasting
Perspective; Basic
Forecasting Tools
MWH Chapter 1, 2
2 Regression - Simple
Linear Regression and
Multiple Linear
Regression
Tutorial Exercises 1.1,
1.2
MWH Chapter 5, 6
3 Time Series
Decomposition
Tutorial Exercises 2.1
(MWH: 5.8, 6.7), 2.2, 2.3
MWH Chapter 3
4 Exponential Smoothing
Methods - Averaging
Methods and Single
Exponential Smoothing
Computing Exercises
3.2, 3.3
MWH Chapter 4: 4/1,
4/2, 4/3/1,
5 Exponential Smoothing
Methods - Holt's Linear
Method; Holt-Winter's
Trend and Seasonality
Method
Computing Exercises
4.4, 4.5
MWH Chapter 4: 4/3/3,
4/3/4,
Mid semester break
6 Exponential Smoothing
Methods- A
comparison of methods
and general aspects of
smoothing methods
Computing Exercises
6.1, 6.2
MWH Chapter 4: 4/3/5,
4/4, 4/5
7 Box-Jenkin Method of
Forecasting;
Examining correlations
and Differencing
Tutorial Exercises 4.3,
5.2, 5.4
MWH Chapter 4: 4/3/5,
4/4, 4/5
ETF5231 Business forecasting - Semester 1, 2010
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8 Box-Jenkin Method of
Forecasting; ARIMA
models. Assignment 1
is due by Monday of
this week
Tutorial Exercises 6.4,
6.5, 6.6
MWH Chapter 7: 7/3 Assignment 1 is
due by Monday of
this week
9 Box-Jenkin Method of
Forecasting;
Identification;
Estimation and
Identification
Computing Exercises
7.2, 7.3, 7.4
MWH Chapter 7: 7/4,
7/5, 7/6
10 Box-Jenkin Method of
Forecasting;
Diagnostic Checking
and Forecasting
Tutorial Exercises 7.1,
8.1
MWH Chapter 7: 7/7, 7/8
11 Advanced Forecasting
Models; Regression
with ARIMA
Computing Exercise 10.2 MWH Chapter 8: 8/1
12 Advanced Forecasting
Models - Introduction
to DynamicRegression
Models; Introduction to
Intervention Analysis
and Introduction to
Multivariate
Autoregressive
Models. Assignment 2
is due by Monday of
this week
Tutorial Exercises 9.1,
10.1
MWH Chapter 8: 8/2,
8/3, 8/4
Assignment 2 is
due by Monday of
this week
13 Review Tutorial Exercises 11.1
            Lecture program and Tutorial
Please note the following:
MWH refers to the textbook Forecasting – Method and Applications by Makridakis, Wheelwright
and Hyndman .
•   
Notes refer to Hand-outs.•   
Tutorials will start in Week 2. Some of the exercises in the EXERCISES SECTION will be
discussed in the tutorial or worked through in the computing labs. All other exercises as well as
those not completed in the tutorial or lab times must be completed in your own time.
•   
All material specified in the syllabus is assessable. Syllabus material that is not in the textbook is
provided in the form of notes.
•   
ETF5231 Business forecasting - Semester 1, 2010
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Unit Resources
Prescribed text(s) and readings
Makridas, S., Wheelwright, C. and Hyndman, R.J., 
Forecasting: Methods and Applications, 3rd edition ; Wiley 1998.
Recommended text(s) and readings
Albright, S.C., Winton, W.L., & Zappe, C.     Data Analysis and Decision Making with Microsoft Excel,
Duxbury Press, 1999. (Required for some of the exercises.)
Hanke, J.E. and Reitsch A.G., Business Forecasting. 6th Edition, Prentice-Hall, New Jersey, 1998.
Deibold F.X., Elements of Forecasting , 2nd Edition, South-Western, Thomson Learning, 2001.
Blackboard (MUSO)
All unit and lecture materials, plus other information of importance to students, are available
through the MUSO (Monash University Studies Online) site. You can access MUSO via the
My.Monash Portal:  http://my.monash.edu.au
•   
Under “Online Systems” click the MUSO hyperlink
In order for your MUSO unit(s) to function correctly, your computer needs to be set up and certain
programs may need to be installed such as a compatible Java version (eg version 1.5.0). This can easily
be done by going to http://www.monash.edu.au/muso/support/students/browserset.html to update the
relevant software.
You can contact MUSO Support by:
Jobdesk: http://jobdesk.monash.edu.au/login/index.cfm?jobdesk_id=14
Email: muso.support@calt.monash.edu.au
Phone: (+61 3) 9903-1268
Operational hours (Monday – Thursday) – local time
Australia: 8 am to 10 pm (8pm Non Teaching period)
Malaysia: 6 am to 8 pm (6 pm Non Teaching period)
South Africa: 11pm to 1pm (11 am Non Teaching period)
Operational hours (Friday) – local time
Australia: Australia: 8 am to 8 pm
Malaysia: 6 am to 6 pm
South Africa: 11pm to 11 am
Operational hours (Saturday-Sunday) – local time (Teaching and Exam Period Only)
Australia: 1 pm to 5 pm
Malaysia: 11 am to 3 pm
ETF5231 Business forecasting - Semester 1, 2010
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South Africa: 4 am to 8 am
Further information can be obtained from the following site
http://www.monash.edu.au/muso/support/index.html
Q Manual
For referencing essay/report writing structure etc. url:
http://www.buseco.monash.edu.au/publications/qmanual/
Calculators
Students need a calculator with the basic arithmetic functions and statistical functions.
Equipment and consumables required or provided
All students must have access to a computer with a CD ROM and that runs at least WindowsXP. Excel
and SPSS will be used.
ETF5231 Business forecasting - Semester 1, 2010
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Assessment
Assessment Summary
Within semester assessment: 40%
Examination (2 hours): 60%
Faculty assessment policy
For information regarding assessment policy, please refer to the appendix at the end of this Unit Guide.
Hurdle requirements
Your final mark will be the sum of the marks gained in all pieces of assessment except that to pass this
unit you must achieve at least (40%) in the final examination.. Where you achieve between 30% and
39% in the final exam, your maximum final mark will be 48%; where you achieve less than 30% in the
final exam, your maximum final mark will be 43%. To receive a credit, distinction or high distinction you
must achieve at least 55%, 65%, 75% of the marks respectively in the final exam.
An additional hurdle requirement for ETF5231 students to complete this unit is that they must
satisfactorily complete the additional assignment (60% or above).
Second marking
For information regarding second marking practice, please refer to
http://www.buseco.monash.edu.au/asg/agu/policies/written-assign.html#secmark
Return of final marks
The final mark that a student receives for a unit will be determined by the Board of Examiners on the
recommendation of the Chief Examiner taking into account all aspects of assessment. The final mark for
this unit will be released by the Board of Examiners on the date nominated in the Faculty Calendar.  
Applications for extension of time
For information regarding extensions of time, please refer to
http://www.buseco.monash.edu.au/asg/agu/policies/written-assign.html#extoftime
Additional assessment information
Additional Assignment (ETF5231 only - will test Objectives 8 and 9).  Due one week after the final
examination in this unit
ETF5231 Business forecasting - Semester 1, 2010
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Assessment tasks
Assessment task 1
Title:
Assignment 1
Learning objectives assessed:
Objective 1, first two parts of Objectives 2-3, Objectives 4-5
Weighting:
15%
Task details:
Assignment 1 is on the Classical Decomposition and Exponential Smoothing
Techniques.  This is an individual assignment.
Marks available
The Assignment will comprise questions on tasks that include using Excel  to generate
output and interpreting the results. The total number of marks for the assignment is 15
with 40% of it dedicated to how the computing tasks have been carried out and recorded
and the remaining 60% on how the results are interpreted.
Due date:
Assignment 1 is due by 5pm on Monday of Week 8
Submission details:
Students may submit the assignment at the tutorial or put it into the in the tutor’s mailbox
in the department offices on Level 5 of H block.
Electronic lodgement of the assignment is NOT ACCEPTABLE.
Return of marks:
The assignments must be picked up from the department offices on Level 5 of H block, 3
weeks after the due date.
Penalties for late lodgement:
A maximum penalty of 10 per cent of the mark allocated to this assignment will be
deducted for each day that the assessment is late.
Assessment coversheet:
All assignments must be submitted with a signed faculty cover sheet. This can be
downloaded from the ETX3231/ETF5231 MUSO site or from
http://www.buseco.monash.edu.au/student/forms/index.php
 Work submitted for assessment must be accompanied by a completed copy of the
Assignment cover sheet which has been signed by the student.  NO assignment will be
accepted or marked if it is not accompanied by a signed Assignment cover sheet.
Additional information:
Applications for extension of time
All applications for an extension of the time allocated to the assignment must be made in
writing to the Unit Leader.  Approval, if granted, will be in writing and will be recorded on
the Faculty Assignment cover sheet accompanying the assessment task by the
responsible lecturer/tutor.
Assessment moderation
Where a written work submitted for assessment is given a Fail grade or High Distinction
by an examiner, that piece of work will be marked again by a second examiner who will
independently evaluate the work, and consult with the first marker. No student will be
•   
ETF5231 Business forecasting - Semester 1, 2010
9
awarded a Fail grade for an assessment task or unit without an independent examiner
confirming the result.
 Note:  Exceptions to this are pieces of work contributing no more than 10 per cent of the
final mark, unless the total of such pieces exceeds 30 per cent of the final mark.
Assessment task 2
Title:
Assignment 2
Learning objectives assessed:
Objective 1, third part of Objectives 2-3, Objectives 4-5
Weighting:
25%
Task details:
Assignment 2 is on the Box Jenkins Method of Forecasting and on comparisons with the
Assignment 1 techniques. This is an individual assignment.
Marks available
The Assignment will comprise questions on tasks that include using SPSS to generate
output and interpreting the results. The total number of marks for the assignment is 25
with 30% of it dedicated to how the computing tasks have been carried out and recorded
and the remaining 70% on how the results are interpreted and compared
Due date:
Assignment 2 is due by 5pm on Monday of Week 12.
Submission details:
Students may submit the assignment at the tutorial or put it into the in the tutor’s mailbox
in the department offices on Level 5 of H block.
Electronic lodgement of the assignment is NOT ACCEPTABLE.
Return of marks:
The assignments must be picked up from the department offices on Level 5 of H block 3
weeks after the due date.
Penalties for late lodgement:
A maximum penalty of 10 per cent of the mark allocated to this assignment will be
deducted for each day that the assessment is late.
Assessment coversheet:
All assignments must be submitted with a signed faculty cover sheet. This can be
downloaded from the ETX3231/ETF5231 MUSO site or from
http://www.buseco.monash.edu.au/student/forms/index.php
Work submitted for assessment must be accompanied by a completed copy of the
Assignment cover sheet which has been signed by the student.  NO assignment will be
accepted or marked if it is not accompanied by a signed Assignment cover sheet.
Additional information:
Applications for extension of time
All applications for an extension of the time allocated to the assignment must be made in
writing to the Unit Leader.  Approval, if granted, will be in writing and will be recorded on
the Faculty Assignment cover sheet accompanying the assessment task by the
responsible lecturer/tutor.
Assessment moderation
•   
ETF5231 Business forecasting - Semester 1, 2010
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Where a written work submitted for assessment is given a Fail grade or High Distinction
by an examiner, that piece of work will be marked again by a second examiner who will
independently evaluate the work, and consult with the first marker. No student will be
awarded a Fail grade for an assessment task or unit without an independent examiner
confirming the result.
 Note:  Exceptions to this are pieces of work contributing no more than 10 per cent of the
final mark, unless the total of such pieces exceeds 30 per cent of the final mark.
Assessment task 3
Title:
Additional Assignment (ETF5231 only)
Learning objectives assessed:
Objective 5
Weighting:
Task details:
The additional assignment is based on material covered in Week 12, i.e. Advanced
forecasting methods. This is an individual assignment.
Due date:
One week after the final examination in this unit
Return of marks:
•   
Examinations
Examination 1
Weighting:
60%, of which 20% of the marks will be on calculations and 80% on explanations and
interpretation of results.
Duration:
2 hours
Type (open/closed book):
Closed book
Materials examinable:
All the syllabus material as outlined in lecture and tutorial programs is examinable.
Remarks:
Sample examination papers will be available on the ETX3231/ETF5231  MUSO site .
•   
Special consideration
For information regarding special consideration, please refer to the appendix at the end of this Unit
Guide.
ETF5231 Business forecasting - Semester 1, 2010
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Assessment criteria - grading descriptors table
High
Distinction
(80%+)
Distinction
(70 - 79%)
Credit
(60 - 69%)
Pass
(50 - 59%)
Fail
(Less than 50%)
General
description
Outstanding or
exceptional work
in terms of
understanding,
interpretation
and
presentation
A very high
standard of
work which
demonstrates
originality and
insight
Demonstrates a
high level of
understanding and
presentation and a
degree of
originality and
insight
Satisfies the
minimum
requirements
Fails to satisfy the
minimum
requirements
Reading Strong evidence
of independent
reading beyond
core texts and
materials
Evidence of
reading beyond
core texts and
materials
Thorough
understanding of
core texts and
materials
Evidence of
having read core
texts and
materials
Very little evidence
of having read any
of the core texts
and materials
Knowledge
of topic
Demonstrates
insight,
awareness and
understanding
of deeper and
more subtle
aspects of the
topic. Ability to
consider topic in
the broader
context of the
discipline
Evidence of an
awareness and
understanding
of deeper and
more subtle
aspects of the
topic
Sound knowledge
of principles and
concepts
Knowledge of
principles and
concepts at least
adequate to
communicate
intelligently in
the topic and to
serve as a basis
for further study
Scant knowledge
of principles and
concepts
Articulation
of argument
Demonstrates
imagination or
flair.
Demonstrates
originality and
independent
thought
Evidence of
imagination or
flair.
Evidence of
originality and
independent
thought
Well-reasoned
argument based
on broad evidence
Sound argument
based on
evidence
Very little evidence
of ability to
construct coherent
argument
Analytical
and
evaluative
skills
Highly
developed
analytical and
evaluative skills
Clear evidence
of analytical and
evaluative skills
Evidence of
analytical and
evaluative skills
Some evidence
of analytical and
evaluative skills
Very little evidence
of analytical and
evaluative skills
Problem
solving
Ability to solve
very challenging
problems
Ability to solve
non-routine
problems
Ability to use and
apply fundamental
concepts and skills
Adequate
problem-solving
skills
Very little evidence
of problem-solving
skills
Expression
and
presentation
appropriate
to the
discipline
Highly
developed skills
in expression
and
presentation.
Well developed
skills in
expression and
presentation.
Good skills in
expression and
presentation.
Accurate and
consistent
acknowledgement
of sources.
Adequate skills
in expression
and presentation
Inadequate skills
in expression and
presentation.
Inaccurate and
inconsistent
acknowledgement
of sources.
Source: University of Adelaide 2005
ETF5231 Business forecasting - Semester 1, 2010
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Appendix
Please visit the following URL: http://www.buseco.monash.edu.au/unit-guide/appendix.html for further
information about:
Continuous improvement•   
Assessment policy•   
Grading Scale policy•   
Special consideration•   
Plagiarism, cheating and collusion•   
Plagiarism register•   
Non-discriminatory language•   
Students with disabilities•   
Using the University’s computer and IT facilities•   
Faculty policies•   
Related links•   
ETF5231 Business forecasting - Semester 1, 2010
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