Preface

This resource is a compilation of Dr. Jaya Jha’s notes and code for Economics 395: Economic Forecasting. This course uses Introduction to Time Series Analysis and Forecasting as the primary textbook.1 The code sections for this class use the same data and visualizations from Introduction to Time Series Analysis and Forecasting, but not the methods.2 The methods used are from Forecasting: Principles and Practice by Rob J. Hyndman and George Athanasopoulos.3

References

Hyndman, Rob J, and George Athanasopoulos. Forecasting Principles and Practice. Vol. 3. Melbourne, Australia: OTexts, 2021.
Montgomery, Douglas C, Cheryl L. Jennings, and Murat Kulahci. Introduction to Time Series Analysis and Forecasting. Vol. 2. Hoboken, New Jersey: John Wiley & Sons, 2016.

  1. Montgomery, Jennings, and Kulahci, Introduction to Time Series Analysis and Forecasting.↩︎

  2. Montgomery, Jennings, and Kulahci.↩︎

  3. Hyndman and Athanasopoulos, Forecasting Principles and Practice.↩︎