Ec 472 Time Series Analysis and Forecasts
Time series analysis, emphasizing model identification, estimation, and forecasting. Non-stationary time series analysis includes unit root and cointegration tests. Techniques of moving average, differencing, and autocorrelation adjustment are introduced. Diagnostic checking following the model evaluation provides the base model for forecasting. Recommended: Ec 370 for
Ec 472,
Ec 570 for
Ec 572.
Slash Listed Courses
Also offered for graduate-level credit as
Ec 572 and may be taken only once for credit.