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Dec 26, 2024
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2022-2023 Undergraduate Bulletin [ARCHIVED CATALOG]
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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. Demonstrated Readiness for College-level Math.
[Dual-listed with ECO 5740.] Dual-listed courses require senior standing.
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