Business Time Series Analysis

Catalog description

Business Time Series Analysis (3-0) This course is a survey of univariate time series, single equation, and multi-equation systems approaches to applied econometric forecasting analysis. Topics to be covered include autoregressive-moving average (ARIMA) modeling, model identification, estimation, diagnostic checking and out-of-sample simulations. Applications will be drawn from Latin American business conditions, exchange rate, inflation, national income, and balance of payments forecasting methods. Prerequisites: IBUS 6301 with a grade of "B" or better and department approval. Restricted to Majors: IBUS.