Time Series Models for Forecasting. General Statistics Office (GSO) and UNDP in November, 2008
Lecturer: Dr. Nguyen Ngoc Anh
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| Day |
Content: |
| 1 |
Overview of Forecasting Model
Overview of Basic Statistics Concepts |
| 2 |
Overview of regression: Estimation and Hypothesis Testing |
| 3 |
Overview of Multiple Regression: Estimation and Hypothesis Testing
Using Regression Model for Forecasting |
| 4 |
Distributed Lag Models |
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Time Series Properties and Features
Exponential smoothing methods in Time Series |
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Exponential smoothing methods in Time Series (cont)
Trend Regression and Seasonal dummies |
| 7 |
Introduction to AR and MA
AR and MA models, Properties
Regression Model with autoregressive error term |
| 8 |
AR and MA Models, Properties
ARMA Model |
| 9 |
ARIMA Model, Nonstationary, Unit root, Testing |
| 10 |
ARIMA Model, Nonstationary, Unit root, Testing (cont)
Forecasting |
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