Slide 1 Lecture 8: Review: Forecasting methods Understanding Markets and Industry Changes Slide 2 The full model The model with seasonality, quadratic trend, and ARMA components…

Journal of Statistical Planning and Inference 136 (2006) 3802–3821 www.elsevier.com/locate/jspi Structured priors for multivariate time series Gabriel Huertaa,∗, Raquel…

Lecture 7: Forecasting: Putting it ALL together The full model The model with seasonality, quadratic trend, and ARMA components can be written: Ummmm, say what???? The autoregressive…

Lecture 6: Topic #1 Forecasting trend and seasonality Features common to firm level time series data Trend The series appears to be dependent on time. There are several types…

Lecture 7: Forecasting: Putting it ALL together The full model The model with seasonality, quadratic trend, and ARMA components can be written: Ummmm, say what???? The autoregressive…

Lecture 6: Topic #1 Forecasting trend and seasonality Features common to firm level time series data Trend The series appears to be dependent on time. There are several types…