ETF5231

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

Leader: Dr Ann Maharaj

Offered:
Caulfield First semester 2006 (Day)

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.

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: Students must be enrolled in course codes 3816 or 3822 or must have passed ETX2121, ETX2111 or MBA9007.

Prohibitions: ETX3231