This course in Time-Series Analysis and Forecasting addresses three fundamental goals: (1) to understand the nature of a variable’s dependence over time, such as trends and seasonality; (2) to describe the dynamic relation among functionally-related time-series variables; and (3) to generate statistically-based forecasts while also characterizing the uncertainty in these forecasts. All participants who complete the course will earn NABE's Certificate in Time-Series Analysis and Forecasting.
Topics to be covered:
Participants should be familiar with the following, which are covered in Applied Econometrics: estimation and hypothesis testing in regression models, dummy (indicator) variables, diagnostics of structural models, autocorrelation, distributed lag models, ARCH and GARCH models, pooling of time-series and cross-sectional data, and multi-equation model applications. The software package EVIEWS will be used by the instructor, and complimentary trial copies of this software will be provided to enrollees by NABE.
In-Person Early-Bird Rates:
NABE Member: $1,600
U.S. Government Employee: $1,675
December 7-9, 2021 - NABE Conference Center, Washington, DC
For future offerings of NABE's other Certified Business Economist programs, check the CBE calendar.