Monash University Handbooks 2008

ETW3420 - Principles of forecasting and applications

6 points, SCA Band 3, 0.125 EFTSL

Undergraduate Faculty of Business and Economics

Leader: Dr Santha Vaithilingam

Offered

Sunway First semester 2008 (Day)

Synopsis

Topics include fundamentals of forecasting, univariate and multivariate forecasting tools. The univariate forecasting tools include moving averages, exponential smoothing forecasting, seasonal decomposition, review of basic time series analysis and Box-Jenkins (ARIMA) models. Econometric approaches to multivariate forecasting include regression models, modeling and forecasting with ARIMA processes and evaluation of forecasts. Introduction to qualitative forecasting methods including technological forecasting methods. Excel, SPSS and E-views will be used.

Objectives

The learning objectives of this unit are to:

Assessment

Within semester assessment: 40%
Examination (2 hours): 60%

Contact hours

One 2-hour lecture and one 2-hour tutorial/lab per week

Prerequisites

ETW2410

Prohibitions

ETC2450, ETX3231, ETW3232

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