Applied Time Series Analysis and Forecasting    3 s.h

Catalog description

Covers essential tools for time series analysis and forecasting with emphasis on how to apply those tools to analyze and forecast economic and business data. Topics include ARMA models, Time Series Decomposition, Exponential Smoothing, GARCH, VAR models, and Cointegration. Prereq.: ECON 2610 and ECON 3789 or ECON 3790 or ECON 6976 or STAT 5817.