Time Series and Forecasting

Course topics

  • Forecasting
  • Forecasting using regression
  • Time series and autocorrelation function
  • Typical patterns in time series data
  • Stationarity
  • Time series decomposition
  • Exponential smoothing
  • SARIMA modeling
  • ARCH/GARCH: models with conditional volatility
  • Special topics in time series and forecasting

Prerequisites