Lecture, three hours (five weeks). Limited to Master of Science in Business Analytics students. Covers principal methods of time series data analysis and forecasting that are applicable in many functional areas of business, including simple and multiple regression, seasonal decomposition, AutoRegressive Integrated Moving Average (ARIMA), vector autoregressive, dynamic linear, error correction models. Use of R, RStudio and its various packages for regression and time series econometrics analysis and forecasting models. S/U or letter grading.

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Course

Instructor
Yu, W. and Miao, R.
Previously taught
24F

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