Apr 18, 2024  
2017-2018 Undergraduate Bulletin 
    
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2017-2018 Undergraduate Bulletin [ARCHIVED CATALOG]

ECO 4740 - Forecasting and Time Series Models (3)

When Offered: Spring
An examination of time series models for purposes of forecasting and performing time series regressions in economics, business, and the social sciences. Topics covered may include ARIMA, VAR, Granger causality, unit roots, spurious regressions, ARCH, and GARCH. Computer software will be utilized in applications.
Prerequisites: a minimum grade of “C” (2.0) in any Writing in the Discipline (WID) course, and ECO 2200  or permission of the instructor. (ND Prerequisite: passing the math placement test or successful completion of MAT 0010 .) [Dual-listed with ECO 5740.] Dual-listed courses require senior standing.