FIN 642 Business Conditions & Forecasting

 

 

Syllabus

Course Schedule

 

 

Lecture 1

Introduction to Business Forecasting

Lecture 2

HW1 Answer

Trend and Smoothing Models

Homework Answer

Lecture 3

Eview Program

Calculation

Forecasting with Simple Regression Models

Eview Program Description

Section 4.2 related calculation

Lecture 4

Table 4 Excel

Table 4 Output

HW2 Answer

Forecasting with Multiple Regression Models

USPI Forecast Tables 4

USPI Eveiw Output

Homework Answer

Lecture 5&6

Lecture 5&6 B

Lecture 6S

HW3 Answer 

Forecasting by ARIMA Models

Numerical calculation of ACF

Forecasting using ARIMA models - Supplement

Homework Answer

Lecture 7

HW Answer

Seasonal Time-Series Models (SARIMA)

Homework Answer

 

Lecture 8

Lecture 8 Graph

 

Advanced Time Series Models

 

Review Lecture

Sample Exam

Project Guide

EView Box-Jenkins

Output1_EViewBox_Jenkins

Output2_EView_Box_Jenkins

Output3_Box_Jenkins

 

 

Review Lecture

Sample Final Exam

The Guide for the Term Project

EView Program for Box-Jenkins

Output 1 for Box_Jenkins Eview Program

Output 2 for Box_Jenkins Eveiw Program

Output 3 for Box_Jenkins Eveiw Program

US_JP Data

Eview Data

Monthly US&JP Macro Data

US_JP Eview Dataset

Interest Rates

Data Set of Interest Rates

US Macro

Data Set of US Macro including exchange rates, treasury bill rates, government bond yields, stock price indexes, industrial production indexes, money supply, and CPI. 

 

 

 

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