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Undergraduate |
(BUS)
|
Leader: Dr Ann Maharaj
Offered:
Caulfield First semester 2005 (Day)
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 and dynamic models. 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%
Contact Hours: Two 1-hour lectures, one 2-hour tutorial per week
Prerequisites: ETX2111 or ETX2121 or ETX2171 or ETX2161 or ETC1010
Prohibitions: ETC2450