School Of Computing And MathematicsTime Series and ForecastingWestern Sydney University Unit Code: 200038.2
Discipline: STATISTICS
Student Contribution Band: NP
Level: 3
Credit Points: 10
Prerequisite
200033 Applied Statistics
About this Unit
Time Series and Forecasting presents the basic techniques of time series analysis with emphasis on model identification, parameter estimation and diagnostic checking. The use of time series models for the process of forecasting future behaviour is discussed. In addition, alternative forecasting approaches, in particular econometric methods, are introduced and some guidelines for choosing an appropriate forecasting method are outlined.