ETX3231

Business forecasting

(BUS)

Dr Ann Maharaj

6 points + Two 1-hour lectures, one 2-hour tutorial per week + First semester + Caulfield + Prerequisites: ETX2111 or ETX2121 or ETX2171 or ETX2161 or ETC1010 + Prohibition: ETC2450

Synopsis: Basic forecasting tools. Review of basic time series analysis techniques. Moving averages and exponential smoothing forecasting methods. Box-Jenkins method of forecasting. Comparison of forecasting techniques. Introduction to time series regression, dynamic models and co-integration. Applications to time series from the accounting, economics, banking, finance and management areas. Excel and SPSS will be used.

Assessment: Assignments: (40%) + Final examination (2 hours): 60%