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Scarcioffolo
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  • About me
  • Research
  • Teaching
    • Forecasting of Business and Economics
    • Principles of Macro
    • Energy Economics
    • Economic Growth
    • Industrial Organization
Scarcioffolo
  • Home
  • About me
  • Research
  • Teaching
    • Forecasting of Business and Economics
    • Principles of Macro
    • Energy Economics
    • Economic Growth
    • Industrial Organization
  • More
    • Home
    • About me
    • Research
    • Teaching
      • Forecasting of Business and Economics
      • Principles of Macro
      • Energy Economics
      • Economic Growth
      • Industrial Organization

Forecasting in Business and Economics

Syllabus

Syllabus

Books

Forecasting: Principles and Practice

by Rob Hyndman and George Athanasopoulos


R for Data Science (Ch 1- 8)

by Garrett Grolemund and Hadley Wickham.

Slides

Welcome to Forecasting of Business and Economics

Statistics Review

Getting Started - Chapter 1 (HA)

Time Series Graphics - Chapter 2 (HA)

Time Series Decomposition - Chapter 3 (HA)

The Forecaster's Toolbox - Chapter 5 (HA)

Time Series Regression - Chapter 7 (HA)

Exponential Smoothing - Chapter 8 (HA)

ARIMA

Dynamic Regression Models

GARCH

Advance Methods

Papers and Reports

Time-Series Methods for Forecasting and Modeling Uncertainty in the Food Price Outlook


Homework

Default Answer

HW#1 Solution

HW#2 Solution

HW#3 Solution

HW#4 Solution

HW#5 Solution

HW#6 Solution

Labs

Lab#1

Lab#2

Lab#3

Lab#4

Lab#5

Forecasts - Point forecast and 80% prediction interval

Forecast 1 - CPI for October 2022

Forecast 2 - Covid cases for GCSU

Forecast 3 - Price of Gasoline

Forecast 4 - Price of Bacon

Forecast 5 - Tesla closing stock price on November 17th ($50 Amazon gift card)

Extra material

Data manipulation with dplyr (tidyverse)

Visualizing data with ggplot

Pivot longer and Facet_Wrap

Rmarkdown; Rmarkdown


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