Time-Series Analysis & Forecasting
This course in Time-Series Analysis and Forecasting addresses three fundamental goals: (1) to understand the nature of a variable’s dependence over time, such as trends and seasonality; (2) to describe the dynamic relation among functionally-related time-series variables; and (3) to generate statistically-based forecasts while also characterizing the uncertainty in these forecasts. All participants who complete the course will earn NABE's Certificate in Time-Series Analysis and Forecasting.
Topics to be covered:
- Point and Interval Forecasting
- Evaluation of Forecasts and Composite Forecasting
- Univariate Analysis: Box-Jenkins Methodology; trends & non-stationarity
- Dynamic Single Equation Models and Autocorrelation
- Vector Autoregressions
- Cointegration and Error Correction Models
Participants should be familiar with the following, which are covered in Applied Econometrics: estimation and hypothesis testing in regression models, dummy (indicator) variables, diagnostics of structural models, autocorrelation, distributed lag models, ARCH and GARCH models, pooling of time-series and cross-sectional data, and multi-equation model applications. The software package EVIEWS will be used by the instructor, and complimentary trial copies of this software will be provided to enrollees by NABE.
NABE Member Early-Bird: $1,600
U.S. Government Employee Early-Bird: $1,700
Non-Member Early-Bird: $1,750
April 27-29, 2020 - Federal Reserve Bank of Dallas, Dallas, TX
For future offerings of NABE's other Certified Business Economist programs, check the CBE calendar.