Tuesday, February 07, 2012     English (United States) Tiếng Việt (Việt Nam)  
Details
Time Series Models for Forecasting. General Statistics Office (GSO) and UNDP in November, 2008

Lecturer: Dr. Anh Nguyen Ngoc

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

5           Time Series Properties and Features
             Exponential smoothing methods in Time Series

6           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

Written By:  host
Date Posted:  5/30/2010
 

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