Empirical Methods: Time Series

Undergraduate

Empirical methods for the study of time series data. Topics may include the analysis of stationary and nonstationary data, tests of unit roots, ARIMA modelling, cointegration, dynamic regression models, vector autoregressions and advanced forecasting methods. Course Format: Lectures, lab, 4 hours per week. Restrictions: Open to ECON (single or combined), BBE majors and ECON minors until date specified in Registration guide. Prerequisite(s): ECON 2P90 or ECON 2P91. Course Notes: This course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term. Exclusions: Completion of this course will replace previous assigned grade and credit obtained in ECON 4P05 or ECON 4P08.