STA X72T.21 STA 372T.21 Time Series Forecasting 3 Hours
3 Lecture Hours 0 Lab 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).
Same as: BAX 372T.21, O M 372T.21
Pre/Corequisites: Statistics 235, 235H, Statistics and Data Sciences 358, Economics 341K, or other course with basic knowledge about regression.
Grading: Student Option
Repeatable for credit: No
Academic Level: Upper Division