Forecasting in Business and Economics
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
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
HW#2 Solution
HW#3 Solution
HW#4 Solution
HW#5 Solution
HW#6 Solution
Labs
Forecasts - Point forecast and 80% prediction interval
Forecast 1 - CPI for October 2022
Forecast 2 - Covid cases for GCSU
Forecast 3 - TBD
Forecast 4 - TBD
Forecast 5 - Tesla closing stock price on November 10th ($50 Amazon gift card)
Extra material
Data manipulation with dplyr (tidyverse)