AAEC (STAT) 5484 & AAEC 4484 -- Applied Economic Forecasting

Spring 2024

Periodically, I will update this document with relevant links to course notes and associated class materials.

Lecture	Topic	Assignments
1	Introduction to Forecasting Introduction to R Introduction to RMarkdown (Static) Introduction to RMarkdown (Shinyapp -- Interactive)	HW1a. See DataCamp Homework Solution Template Homework Solution Template (.RMD)
2	Exploring & Visualizing Time Series Stationary & White Noise Processes	HW2 (RMD) - Due: Feb 14, 2024 HW2 (pdf)
	Univariate Models
3	Basic Forecasting Models	HW3 (pdf) HW3 (RMD)
4	Linear Time Series Regressions	HW4 (pdf) HW4 (RMD)
	Exam 1 -- March 1, 2024
	SPRING BREAK: March 4 -- 8, 2024
5	Time Series Decompositions: Lecture Time Series Decompositions: R Notebook
	Exam 1 -- March 29, 2024
6	Exponential Smoothing	HW5 (pdf) HW5 (RMD)
	Project Proposal Due - April 5, 2024 ${\color{blue}\text{(GRAD ONLY)}}$
7	ARIMA & Seasonal ARIMA Models	HW6 (pdf) HW6 (RMD)
	Multivariate Models
8	VAR & SVAR Models	HW7 (pdf) HW7 (RMD)
9	Volatility Models
10	Forecast Evaluation & Combination
	EXAM 2 - May 1, 2024
	Final Paper DUE - May 05, 2024 12:00 NOON ${\color{blue}\text{(GRAD ONLY)}}$