ETF5231

Business forecasting ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Dr Ann Maharaj

Offered:
Not offered in 2005.

Synopsis: Review of basic time series analysis techniques. Moving averages and exponential smooting 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 accounting, economics, banking, finance and management areas. Use of Excel and SPSS. The prerequisites ETX2121, ETX2111 and MBA9007 will not apply for the Graduate Diploma in Applied Econometrics.

Assessment: 2 Assignments : 40% (15% + 25%) + Examination (2 hours) : 60%

Contact Hours: Two 1-hour lectures and one 1-hour laboratory/tutorial per week

Prerequisites: ETF3200, ETF9200, ETF9300 or permission

Prohibitions: ETX3231