BAN 806 Time Series Analysis Select Term:
This course provides an overview of forecasting techniques and models. Models for time series: Time- dependent seasonal components. Autoregressive (AR), moving average (MA) and mixed ARMA- models. The Random Walk Model. Box-Jenkins methodology. Forecasts with ARIMA and VAR models. Dynamic models with time-shifted explanatory variables.
SU Credits : 3
ECTS Credit : 10
Prerequisite : -
Corequisite : -