UEH Master Programs

Brief Course Description

1. Course Title:

Time Series Analysis And Forecasting

2. Language of Instruction:

Tiếng Việt

3. Course Code:

TIM608032

4. Credits:

3

5. Course Objectives:

The course Time Series Analysis and Forecasting aims to provide knowledge on basic and advanced time series forecasting models and methods. The course also aims to equip students with the skills to use statistical software in building, estimating, and testing time series models, as well as applying these models in forecasting.

6. Brief Description of Course Content:

This course introduces time series analysis and forecasting methods. Learners will be armed with knowledge on how to identify research problems, how to collect time series data and conduct preliminary analysis to discover the characteristics of the data, how to choose appropriate forecasting methods, how conduct these methods, as well as how to evaluate the forecast results and deal with practical issues when forecasting. In each part, learners will be provided theoretical knowledge and hands-on practice with real data on R software.