MACT 428 - Analysis of Time Series Data

This course is a continuation of MACT 427. It deals with the problems of modelling and forecasting time series data. Computer program packages are used as an aid for obtaining solutions. Topics include serial correlation, seasonal adjustments, exponential smoothing and extrapolation, state space models, moving average, autoregressive, ARMA and ARIMA models, and nonlinear time series, including ARCH models and chaos. Emphasis on model building, diagnostic checking, and model selection.
Prerequisites
Prerequisites: MACT 427 or ECON 318.
When Offered
Offered once a year.
(3 cr.)

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AUC New Cairo Campus

AUC Tahrir Square Campus

New York

MACT 428 - Analysis of Time Series Data