Course Code

DSC 542 

Course Title

Business Forecasting

Course Credit

3 (3 + 0)

Prerequisite Course

DSC 527 &  QUA 501

Course Level

Second Semester

Course Description

Modeling of both stationary and non-stationary time series. Autoregressive (AR) processes and moving average (MATH) processes, as well as mixed (ARMA) processes, are discussed, along with model identification and estimation and forecasting procedures. Computer software is used.

Course Material

Reading Recommendation

Course Language

English