ECON 5115 - Time Series Analysis and Forecasting

Credits: 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.

Cross Listed STAT 5115.
Dual Listed ECON 4115.
Prerequisite: STAT 3050 or equivalent, STAT 4015/STAT 5015 recommended.