Dec 26, 2024  
2020-2021 Graduate Catalog 
    
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2020-2021 Graduate Catalog [ARCHIVED CATALOG]

BIA 6315 - Time Series and Forecasting

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Forecasting is used to predict the future events or conditions. Therefore, it allows us to make better decisions with low uncertainty. The primary objective of this course is to deliver the students with an understanding of the fundamentals of forecasting and its applications in the economic and business environment. The basic regression, time series econometrics, ETS, ARIMA model building and specification, and hypothesis testing will be reviewed, followed by in-depth examination of various modern forecasting techniques used in economics and business. The course will conclude with a final project that is purpose built for solving a real business problem related to forecasting.

Prerequisite: BIA 6201  or BIA 6301 .