ECO374H1: Forecasting and Time Series Econometrics

Hours

24L/12T

Introduction to time series econometrics and forecasting. Statistical foundations and economic applications of stochastic processes including ARMA, neural networks with machine learning, VAR, VEC, and volatility models. Students gain practical experience working with economic and financial data, making use of statistical software.

Prerequisite
Distribution Requirements
Social Science
Breadth Requirements
Society and its Institutions (3)
Mode of Delivery
In Class