316-211 Forecasting Methods | |
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Credit Points | 12.5 |
HECS Band | 2 |
Coordinator | Associate Professor J Hirschberg |
Prerequisites | 316-205 Introductory Econometrics or 316-206 Quantitative Methods 2 or 325-210 Managerial Decision Analysis or 325-212 Market Research. |
Semester | 2 (view timetable) |
Contact | Two 1-hour lectures and a 1-hour tutorial/practice class per week |
Subject Description | This subject is an introduction to single equation forecasting methods and their applications to business, finance, economics and marketing. Special emphasis will be given to Box-Jenkins and ARIMA models. Other topics will include forecasting regression models, leading indicators, exponential smoothing methods, pooling forecast procedures and forecast evaluation. The computer software used is Eviews. |
Assessment | A 2-hour examination (70%) and class assignments totalling not more than 3000 words (30%). |
Prescribed Texts |
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