ECO 357 FORECASTING AND TIME SERIES ECONOMETRICS
This course begins with a review of simple linear regression and then continues with more advanced topics in multiple regression such as autocorrelation, heteroscedasticity, multicollinearity, regression interaction terms, functional forms, partial F and Chow tests, among others. The course concludes with time series forecasting techniques such as exponential smoothing models, moving averages and more sophisticated techniques such as time-series decomposition, ARIMA (Box-Jenkins) and others.
Notes
The course material is applied to economic, business and financial topics. Excel with the add-in package ForecastX and SAS Enterprise Guide software will be used.