Time Series and Forecasting

3 credits

Trend and seasonality, autocorrelation, stationarity, stochastic models, exponential smoothing, Holt-Winters methods, Box-Jenkins approach, frequency domain analysis. [3-0-1] Prerequisite: Both (a) one of MATH_V 302, MATH_V 318, STAT_V 302 and (b) one of ECON_V 326, ECON_V 328, STAT_V 300, STAT_V 301, STAT_V 306. Corequisite: STAT_V 305.