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BAN 806 Time Series Analysis
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 : 3.000
ECTS Credit : 10.000
Prerequisite : -
Corequisite : -