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Course Catalog

Time Series Analysis

This course focuses on topics in advanced econometric time series analysis. Topics will include incorporating lags optimally, stationarity and co-integration, simultaneous models, pooling data, and systems of equations. Participants apply these techniques using statistical software packages such as R to make data-driven business decisions. Prerequisite: BUAD 603.

Grade Basis: Letter Grade

Credits: 2.0

Prerequisites:

  • BUAD 603 - Predictive Analytics with Regression Analysis