316-211 Forecasting Methods

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

  • S A De Lurgio, Forecasting Principles and Applications. Irwin McGraw-Hill, 1998.


Status:                   Official 2003
Last Modified:            Monday April 28 22:11
SGML to HTML Conversion:  Information Division - CWIS (SDI)
Authorised by:            Academic Registrar
Enquiries:                http://unimelb.custhelp.com/

Valid CSS! Valid XHTML 1.0!