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Unformatted text preview: 4. Ratio-to-moving-average method, deseasonalisation 5. Improvement to RTMA method 6. Multiple regression with indicator variables for seasons, deseasonalisation 7. Stationarity, finite differences, log transformations 8. Exponential smoothing 9. Holt-Winters methods 10. Seasonal models 11. Backshift operator, ARIMA, Box-Jenkins models 12. TBA Evaluation: Assignments 15 Midterm Examination 25 Final Examination 60 Students should have a calculator capable of statistics computations with two-variable capacity. Work may be presented in English or French. McGill University values academic integrity. Therefore all students must understand the meaning and consequences of cheating, plagiarism and other academic offences under the Code of Student Conduct and Disciplinary Procedures (see http://www.mcgill.ca/integrity for more information)....
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- Spring '12