Apr 23, 2024  
2021-2022 Graduate Catalog 
    
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2021-2022 Graduate Catalog [ARCHIVED CATALOG]

BIA 6315 - Forecasting and Time Series Econometrics

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The primary objective of this course is to provide students with an understanding of the fundamentals of forecasting and its applications to the economic and business environment. The course covers model and variable selection, predictive performance evaluation, cross validation, regression-based forecasting, smoothing methods and ARIMA forecasting. The primary software used in this course is R but other tools may be incorporated.

Prerequisite:  BIA 6301 .