Advanced Forecasting2019-02-18T04:38:30+00:00

ADVANCED FORECASTING for BUSINESS and ECONOMICS
Econ-GA 6218, UNCC
Spring 2019

 

Syllabus

Introduction to R Programming

R Markdown Template for HW Solutions:  (.Rmd)   (PDF)

Lecture Notes
Introduction to Forecasting
Time Series Graphics
The Forecaster’s Toolbox
Time Series Regression
Time Series Decomposition
Exponential Smoothing
Forecasting with ARIMA
Dynamic Regression
– Volatility Models (ARCH, GARCH)
– Multivariate Time Series Models (VAR)
– Prediction with Big Data

Problem Sets
Problem Set 1           Solutions
Problem Set 2           Solutions
Problem Set 3           Solutions
Problem Set 4           Solutions
Problem Set 5           Solutions
Problem Set 6           Solutions
Problem Set 7           Solutions
Problem Set 8           Solutions
Problem Set 9           Solutions

 

Course Projects

Deadlines: March 25 (Proposal), May 9 (Final Submission)

Some Websites for Economic Data