Economics 349FR - Forecasting

Spring
2016
01
4.00
Heather Tierney
TTH 01:15PM-02:30PM
Mount Holyoke College
95596
Skinner Hall 202
htierney@mtholyoke.edu
In this course, students will learn time series forecasting theory and methods for Business and Economics. Concepts such as stationarity, non-stationarity, deterministic and stochastic trends, seasonality, and volatility will be covered. Models used for forecasting such as the Cob-Web, ARMA and ARIMA (i.e. the Box-Jenkins), VAR, ARCH, and VaR will also be covered.
Prereq: Economics 211 and 220.
Permission is required for interchange registration during the add/drop period only.
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