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