Applied forecasting

Business and economic data are collected over time against a backdrop of a changing environment. This unit introduces data wrangling and exploratory data analysis for such temporal context data. You will learn how to analyse, model and forecast time series data in diverse applications. Methods to be covered include the decomposition of time series, exponential smoothing methods, ARIMA modelling, and regression with auto-correlated disturbances. You will enhance your computational skills with exercises using R.