MGT-285-001 Time Series Analysis and Forecasting

Spring 2020
CRN: 72856
Instructor: Tsai, Chih-Ling
Day/Time: W 9:00am-11:50am
Location: Davis

Course Description
Helps managers face problems of forecasting the future value of external and internal factors such as product demand, input prices, inventory levels, interest rates, advertising budgets, etc. Covers techniques to aid in this task, including time series analysis, which is the statistical analysis of past data series to produce forecasts for future values of the series. Covers methods such as exponential smoothing, Box-Jenkins modeling, seasonal adjustment, decomposition, curve fitting and multiple regression. Both the statistical principles and the practical details of these methods will be addressed. In addition, business studies homework and a project are assigned to enhance the abilities of empirical data analysis. Prerequisite: 203B
Grading Policy: Letter
Concentration: Business Analytics, Finance/Accounting, Marketing, Strategy, STEM

Syllabus: Syllabus
Textpack: No Text Pak Required
Bookstore: Please refer to the course syllabus for textbook information. Textbooks may be purchased at the UC Davis Bookstore. Please check the bookstore website for current information.


Additional course information and materials are available on Canvas.