Time Series Analysis
Math 749
Text: Business Forecasting by Hanke, J.E., Wichern, D.W., and
Reitsch, A.G. (9th Edition)
Syllabus
Example of a SAS program
Example of a SAS output
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
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ananda@pittstate.edu