BAS 475 - Applied Time Series and Forecasting

3 Credit Hours

Model building techniques for linear time series models, practical methods for univariate time series forecasting, Box-Jenkins forecasting methods, forecasting based on exponential smoothing, autoregression and stepwise autoregression, and forecasting from regression models. Use of standard computing packages. Major writing requirement.

(RE) Prerequisite(s): 320 with grade of B– or better or Economics 381 with grade of C or better or consent of instructor.

Undergraduates

Graduate Students

BAS 475 - Applied Time Series and Forecasting