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.

Credits

4

Slash Listed Courses

Also offered for graduate-level credit as Ec 572 and may be taken only once for credit.