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STA 372T.21

Time Series Forecasting

3 Hours

Examine statistical forecasting methods used in business. Discuss Box-Jenkins models; exponential smoothing models; ARCH/GARCH models for varying volatility in financial returns; seasonal adjustment of time series; tests for nonstationary of time series; and modeling multiple time series. Only one of the following may be counted: Business Analytics 372 (Topic 21), 372T (Topic 21), Operations Management 372T (Topic: Time Series Forecasting), 372T (Topic 21), Statistics 372 (Topic 9), 372T (Topic 21).

Prerequisites & course information

Examine statistical forecasting methods used in business. Discuss Box-Jenkins models; exponential smoothing models; ARCH/GARCH models for varying volatility in financial returns; seasonal adjustment of time series; tests for nonstationary of time series; and modeling multiple time series. Only one of the following may be counted: Business Analytics 372 (Topic 21), 372T (Topic 21), Operations Management 372T (Topic: Time Series Forecasting), 372T (Topic 21), Statistics 372 (Topic 9), 372T (Topic 21).

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