May 23, 2024  
2023-2024 Undergraduate Catalog 
    
2023-2024 Undergraduate Catalog [ARCHIVED CATALOG]

ECON 483. Applied Time Series Analysis


Credits 3.00 PeopleSoft Course ID 013687 Grading Basis GRD

This is an advanced level class in Econometrics with an emphasis on time series techniques. This course covers a broad range of time series methods commonly used in research and industry for generating short-term forecasts for important economics and financial variables. Some of the topics covered are time series decomposition methods, smoothing methods, ARIMA, ARCH/GARCH and VAR. Prerequisite(s): A minimum grade of “B-” in ECON 385 .