ECO 402 Time Series Econometrics

Prerequisites: ECO 250 and ECO 350

This course introduces students to the econometric analysis of time series data. We focus on the use of time series models to forecast economic and financial variables. Students will learn how to classify and represent a time series, how to estimate various times series models and how to test a variety of hypotheses involving time series data. We discuss different methods of forecasting and how they can be evaluated. The goal of this course is that, at the end, you can independently create quality forecasts of time series. It emphasizes hands on experience and all students will acquire knowledge of the programming language R in the context of time series models and forecasting.

Credits

1 Course Credit