GSM6216

Business and Economic Forecasting is a fusion of two essential courses - an intermediate course in statistical modeling, coupled with a first course in forecasting (statistical modeling in the time domain.) Built on the introductory modeling content of the required Data Analysis course (GSM-5103), this course provides the natural statistical sequel. Business and Economic Forecasting covers quantitative forecasting techniques with emphasis on the analysis, modeling, and interpretation of time series data. Topics include multiple regression, exponential smoothing, decomposition methods, and Box-Jenkins / ARIMA models. Applications and case work span business, economics, and public policy. Computationally, we rely on a combination of tools - Excel, to support the expression of forecasting outcomes in the managerial context, and R, for its unmatched power and range.

Atkinson Graduate School of Management

All Years

Fall Semester