ONLINE SHORT COURSE: TIME SERIES FORECASTING
May 24 – June 18
This new online course from statistics.com covers how to choose an
appropriate time series model, fit the model, to conduct diagnostics on the
model, and use the model for forecasting. The course will focus on
Box-Jenkins types of models (AR, MA, ARMA).
As with all statistics.com courses, you get exclusive access to course
materials and assignments, a private discussion board, and regular
interaction with your instructor over the 4-week period to ask questions
and explore topics. Scheduling of participation is entirely at the
student’s convenience – there are no set times when you must be online.
The instructor, Dr. Rohit Deo is the Peter Drucker Faculty Fellow at NYU’s
Stern School of Business. His expertise includes econometric models,
financial data modeling, forecasting, stochastic volatility, and time
series analysis. Professor Deo has been published in many journals
including the “Journal of Time Series Analysis,” “Journal of Econometrics,”
“Econometric Theory,” and “ Stochastic Processes and their Applications.”
Details and registration at
http://statistics.com/content/courses/timeseries/index.html
Peter Bruce
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