Information and Decision Sciences

IDS 476 Business Forecasting Using Time Series Methods

Credit hours 3 -Undergraduate 4 -Graduate
Catalog description Autoregressive, moving average, and seasonal models for time series analysis and business forecasting. Forecasting using multivariable transfer function models is also included.
Key topics
  • Overview of time series and forecasting
  • Non-seasonal ARIMA models; Model identification, estimation, diagnostic checking, and forecasting;
  • Seasonal ARIMA models; Model identification, estimation, diagnostic checking and forecasting;
  • Transfer function models Model identification, estimation, diagnostic checking and application;
  • Intervention analysis; Model identification, estimation, diagnostic checking and application
Prerequisites for this course IDS 371 OR ECON 446; or concent of instuctor
Course(s) for which this is a prerequisite None
Required course for None
Elective course for Selective course for IDS Majors
MBA Students with a Specialization/Concentration in Statistics
Frequency of offering Fall and Spring
Recent offerings, instructors, syllabi Fall 2008 Sclove
Spring 2008 Sclove
Planned offerings Spring 2009 Sclove
Cross-listings ECON 450
Comments None