Course: Applied Time Series Analysis and Forecasting Techniques (5211-211)

Persons:

• Prof. Dr. Robert Jung (verantwortlich)

Type of Course:

lecture with exercise

In-Class Hours Per Week:

3

Contents:

The course provides an overview of the statistical and econometrical analysis of time series data. Covered are general principles and methods for the analysis and forecast of time series data. The focus is on the classical ARMA model for univariate time series data and the related forecasting techniques. An outlook on the handling of seasonal figures and nonstationarity (deterministic and stochastic) completes the course.

Literature:

Gonzalez-Rivera, G. (2013): Forecasting for Economics and Business. Pearson.
Wooldridge, J. (2015): Introductory Econometrics. A Modern Approach. South-Western. 6th edition.

Location:

Hohenheim

Remarks:

The content from the module statistics 1 and 2 are exspected to be know. Die Inhalte aus Statistik I und II werden als bekannt vorausgesetzt. To know the aspects of the introduction of econometrics are of advantage.

Module:

• 5211-210 Applied Time Series Analysis and Forecasting Techniques (compulsory)