ECON 5115 - Time Series Analysis and Forecasting

Credits: 3
Max Credit 3

An applied introduction to time series and forecasting. Brief coverage of time series regression, decomposition methods, and smoothing will lead into a more detailed coverage of Box-Jenkins (ARIMA) modeling.

Prerequisite: STAT 3050 or equivalent, STAT 4015/STAT 5015 recommended.
Dual Listed ECON 4115.