Lecture, three hours. Preparation: familiarity with data analysis software (e.g., R, Excel, MATLAB, Stata) and/or programming experience. Enforced requisites: courses 101, 103, 103L, 104, 104L. Survey of theory and application of time-series methods to forecasting in economics, business, and government. Topics include modeling and forecasting trend, seasonality, and cycles. Discussion of stochastic trends, volatility measure, and evaluation of forecasting techniques. Hands-on approach to real-world data analysis methods widely used by economists and other professionals. P/NP or letter grading.
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