Methods for modeling and forecasting time series data. Topics may include time series regression, forecast evaluation, ARIMA models, seasonality, dynamic regression, vector autoregressions, and conditional heteroskedasticity. Prerequisite: ECON 399 or equivalent.
Methods for modeling and forecasting time series data. Topics may include time series regression, forecast evaluation, ARIMA models, seasonality, dynamic regression, vector autoregressions, and conditional heteroskedasticity. Prerequisite: ECON 399 or equivalent.
