ECON 214 - Time Series Analysis

FC SSCI QFR

4 credits
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.
Prerequisites & Notes: Econ 255 or consent of the instructor. A completed course in intermediate macroeconomics (ECON 251) is highly recommended. ECON 206 and/or ECON 211 may also be helpful