Ec 472 Time Series Analysis and Forecasts

Time series analysis, emphasizing model identification, estimation, and forecasting. Non-stationary time series analysis includes unit root and cointegration tests. Techniques of moving average, differencing, and autocorrelation adjustment are introduced. Diagnostic checking following the model evaluation provides the base model for forecasting. Expected preparation: Ec 370. This course assumes background knowledge of linear regression, algebra, probability theory, statistical inference, distribution theory, hypothesis testing, introductory calculus (slopes, derivatives, maximization, and minimization) and matrix algebra.