This course is now open to non-business majors.

STA 372 5-Financial/Econometric Time Series Modeling

Applied skills course that focuses on statistical forecasting methods used in business. Subjects may include Box-Jenkins models; exponential smoothing models; ARCH/GARCH models for varying volatility in financial returns; seasonal adjustment of time series; tests for non stationarity of time series; and modeling multiple time series. Each subject is illustrated with real data using series such as interest rates and stock returns.

Prerequisites:  Upper-division standing, and Statistics 309 or 309H with a grade of at least C-; Additional prerequisite: Statistics 371G, 371H, 375, or 375H.  Will accept other courses to satisfy prerequisites, but the student must contact Professor Shively directly (see below) for permission to register for this course if they don’t have the ones listed above. 

Tom Shively  Professor
Information, Risk, and Operations Mgmt.

tom.shively@mccombs.utexas.edu
CBA 6.446    (512)471-1753

Research Areas: Marketing Models, Statistical Analysis.