ECON 214 - Time Series Analysis

Semester Offered: Second Semester
Full Course
Credits: 4 credits
Attribute: 4SS, QFR

The objective of this course is to analyze observations that are collected over time. Statistical software will be utilized in order to analyze the behavior of a single dataset, and to observe the relationships among several time series datasets. Applications of time series analysis will focus on macroeconomics and finance. Topics include: intro to statistical software, univariate time series models, multiples times series modelling, and forecasting.

Enrollment Limit: 24
Instructor: S. Osell

Prerequisites & Notes: ECON 101 and STAT 113. A completed course in intermediate macroeconomics (ECON 251) is highly recommended. ECON 206 and/or ECON 211 may also be helpful.