Time Series Analysis
Math 749
Text: Business Forecasting by Hanke and J.E., Wichern, D.W. (9th Edition)
Syllabus in in Angel now
Example of a SAS program
Example of a SAS output
Text book web resources
Test 2 Fall 2008
Last Quiz Prep 2008
Proc Power handout
Topics:
Introduction to Forecasting
A Review of Basic Statistical Concepts
Exploring Data Patterns and Choosing a Forecasting Technique
Moving Averages and Smoothing Techniques
Time Series and Their Components
Simple Linear Regression
Multiple Regression Analysis
Regression with Time Series Data
The Box-Jenkins (ARIMA) Methodology
ARCH/GARCH Models(if time permits)
Assignments
Assignment 1
Instructor's home page
This Document is maintained by
ananda@pittstate.edu