Review of basic time series analysis techniques. Moving averages and exponential smoothing forecasting methods. Box-Jenkins method of forecasting. Comparison of forecasting techniques. Introduction to time series regression, dynamic models and cointegration. Applications to time series from accounting, economics, banking, finance and management areas. Use of Excel and SPSS. -- Course Website
Instructor: Associate Professor Ann Maharaj
Prerequisites: Students must be enrolled in course codes 3816 or 3822 or must have passed ETX2111, ETX2121, ETF2100, ETF9100, ETF9121, ETF9300 or MBA9007.
